+26.7%
BTDR vs OUST
-57.9%
+84.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.9% | -0.6% | +1.6% |
| 7D | +22.4% | +12.7% | +9.7% | +18.6% |
| 30D | +16.5% | -13.6% | +30.1% | +21.0% |
| 3M | -31.5% | -8.3% | -23.2% | -32.1% |
| 6M | +74.0% | +85.0% | -10.9% | +40.2% |
| YTD | +13.0% | +73.2% | -60.2% | -7.8% |
| 1Y | -0.2% | +32.5% | -32.7% | -13.9% |
| 3Y | +9.9% | +643.8% | -634.0% | -39.2% |
| 5Y | +28.1% | -52.1% | +80.2% | -29.5% |
| All | +26.7% | -57.9% | +84.6% | -30.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling