-12.9%
BITO vs OUST
-50.3%
+37.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +14.0% | -14.5% | -2.7% |
| 7D | -1.5% | +17.0% | -18.5% | -4.2% |
| 30D | -9.5% | -16.5% | +7.0% | -7.5% |
| 3M | +16.2% | -23.7% | +39.8% | +19.5% |
| 6M | -9.0% | +18.4% | -27.3% | -17.4% |
| YTD | -16.2% | +60.8% | -76.9% | -28.8% |
| 1Y | -27.6% | +44.2% | -71.8% | -37.5% |
| 3Y | +78.6% | +668.1% | -589.5% | -2.5% |
| 5Y | -4.0% | -48.8% | +44.8% | +1.0% |
| All | -12.9% | -50.3% | +37.4% | -8.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling