-39.9%
BTDR vs OUST
-60.9%
+21.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +14.0% | -0.7% | +9.3% |
| 7D | -10.4% | +17.0% | -27.4% | -14.2% |
| 30D | -42.2% | -16.5% | -25.7% | -39.0% |
| 3M | -42.8% | -23.7% | -19.2% | -38.6% |
| 6M | -60.2% | +18.4% | -78.5% | -63.8% |
| YTD | -46.3% | +60.8% | -107.1% | -55.3% |
| 1Y | -71.7% | +44.2% | -115.9% | -75.6% |
| 3Y | +54.6% | +668.1% | -613.5% | -13.5% |
| 5Y | -39.5% | -48.8% | +9.3% | -66.0% |
| All | -39.9% | -60.9% | +21.1% | -66.2% |
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