-17.9%
BITO vs OUST
-47.7%
+29.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.2% | -0.1% | -3.7% |
| 7D | -6.3% | +19.9% | -26.2% | -9.3% |
| 30D | -14.6% | +3.6% | -18.2% | -15.7% |
| 3M | +11.4% | -20.6% | +32.1% | +13.9% |
| 6M | -13.3% | +35.1% | -48.4% | -22.9% |
| YTD | -20.9% | +69.1% | -90.1% | -33.4% |
| 1Y | -32.1% | +49.9% | -82.0% | -41.8% |
| 3Y | +58.2% | +642.4% | -584.2% | -12.7% |
| 5Y | -13.6% | -48.3% | +34.7% | -8.9% |
| All | -17.9% | -47.7% | +29.8% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 10y: compounded portfolio wealth divided by compounded OUST 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…
10y analysis · Full analysis span regression · 6 months rolling