-33.9%
BTDR vs OUST
-56.7%
+22.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +10.8% | -1.0% | +6.8% |
| 7D | +7.1% | +36.7% | -29.5% | -1.8% |
| 30D | -31.4% | -3.3% | -28.0% | -30.5% |
| 3M | -39.2% | -11.1% | -28.1% | -37.4% |
| 6M | -50.9% | +53.1% | -104.0% | -58.3% |
| YTD | -41.0% | +78.2% | -119.3% | -52.3% |
| 1Y | -69.9% | +50.0% | -120.0% | -74.5% |
| 3Y | +87.3% | +836.2% | -748.9% | +1.1% |
| 5Y | -33.6% | -50.0% | +16.3% | -63.8% |
| All | -33.9% | -56.7% | +22.8% | -63.9% |
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 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