-2.5%
BTDR vs OUST
+30.2%
-32.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.7% | +2.3% | +3.3% |
| 7D | +20.0% | +5.2% | +14.7% | +17.7% |
| 30D | +11.9% | -19.3% | +31.2% | +21.2% |
| 3M | -36.9% | -22.6% | -14.3% | -34.0% |
| 6M | +56.5% | +62.8% | -6.3% | +9.2% |
| YTD | +10.4% | +68.3% | -57.9% | -26.2% |
| All | -2.5% | +30.2% | -32.7% | -27.4% |
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