-32.3%
BITO vs OUST
+29.4%
-61.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | +0.2% |
| 7D | +1.1% | +4.0% | -3.0% | +0.5% |
| 30D | +21.8% | -14.0% | +35.8% | +23.7% |
| 3M | +25.0% | -5.9% | +30.9% | +19.9% |
| 6M | +11.3% | +76.4% | -65.0% | -11.5% |
| YTD | -12.7% | +67.5% | -80.2% | -30.7% |
| 1Y | -32.3% | +27.1% | -59.4% | -43.9% |
| All | -32.3% | +29.4% | -61.7% | -43.9% |
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