-32.1%
BITO vs OUST
+46.4%
-78.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.2% | -0.1% | -3.7% |
| 7D | -6.3% | +19.9% | -26.2% | -9.0% |
| 30D | -14.6% | +3.6% | -18.2% | -15.6% |
| 3M | +11.4% | -20.6% | +32.1% | +13.5% |
| 6M | -13.3% | +35.1% | -48.4% | -27.1% |
| YTD | -20.9% | +69.1% | -90.1% | -43.4% |
| 1Y | -32.1% | +49.9% | -82.0% | -49.5% |
| All | -32.1% | +46.4% | -78.5% | -49.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling