-69.4%
BTDR vs OUST
+11.1%
-80.5%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +15.7% | -21.4% | -12.3% |
| 7D | -17.6% | -0.2% | -17.3% | -17.9% |
| 30D | -40.3% | -24.0% | -16.3% | -33.4% |
| 3M | -42.6% | -29.9% | -12.7% | -34.6% |
| 6M | -46.3% | +19.1% | -65.4% | -57.7% |
| YTD | -41.7% | +55.0% | -96.7% | -64.6% |
| 1Y | -69.4% | +21.2% | -90.6% | -77.3% |
| All | -69.4% | +11.1% | -80.5% | -77.3% |
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