-62.4%
OUST vs TRU
-7.4%
-55.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.9% | +7.6% | +5.4% |
| 7D | +5.2% | -6.8% | +12.0% | +9.7% |
| 30D | -19.3% | 0.0% | -19.3% | -20.1% |
| 3M | -22.6% | +13.3% | -35.9% | -32.3% |
| 6M | +62.8% | +3.4% | +59.3% | +48.6% |
| YTD | +68.3% | -6.4% | +74.7% | +63.6% |
| 1Y | +28.5% | -9.7% | +38.2% | +28.0% |
| 3Y | +554.0% | +0.1% | +553.9% | +476.1% |
| 5Y | -56.2% | -34.0% | -22.2% | -53.4% |
| All | -62.4% | -7.4% | -55.1% | -64.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling