+70.0%
BTDR vs OUST
+692.9%
-622.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.7% |
| 7D | -7.4% | +31.9% | -39.3% | -17.3% |
| 30D | -33.4% | -4.2% | -29.2% | -32.2% |
| 3M | -26.3% | -9.3% | -17.0% | -24.1% |
| 6M | -52.4% | +51.7% | -104.1% | -63.5% |
| YTD | -42.8% | +76.6% | -119.4% | -59.7% |
| 1Y | -63.7% | +48.9% | -112.6% | -72.4% |
| All | +70.0% | +692.9% | -622.9% | -59.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling