+18.4%
OUST vs TRU
+18.3%
+0.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -2.1% | +16.1% | +12.8% |
| 7D | +17.0% | +5.7% | +11.3% | +20.9% |
| 30D | -16.5% | +29.2% | -45.7% | -1.8% |
| 3M | -23.7% | +2.7% | -26.3% | -23.8% |
| 6M | +18.4% | +15.2% | +3.2% | +32.1% |
| All | +18.4% | +18.3% | +0.1% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded TRU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling