+156.4%
BITO vs OUST
+611.5%
-455.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.1% | -2.7% |
| 7D | +2.9% | +5.2% | -2.3% | +2.2% |
| 30D | +22.6% | -19.3% | +41.8% | +25.5% |
| 3M | +24.7% | -22.6% | +47.3% | +25.0% |
| 6M | +7.5% | +62.8% | -55.3% | -5.6% |
| YTD | -10.8% | +68.3% | -79.1% | -22.3% |
| 1Y | -29.9% | +28.5% | -58.5% | -37.6% |
| All | +156.4% | +611.5% | -455.1% | +77.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling