+25.2%
BTDR vs OUST
-56.2%
+81.3%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.7% | +2.3% | +3.5% |
| 7D | +20.0% | +5.2% | +14.7% | +18.4% |
| 30D | +11.9% | -19.3% | +31.2% | +18.4% |
| 3M | -36.9% | -22.6% | -14.3% | -34.5% |
| 6M | +56.5% | +62.8% | -6.3% | +30.0% |
| YTD | +10.4% | +68.3% | -57.9% | -9.5% |
| 1Y | +3.1% | +28.5% | -25.5% | -10.5% |
| 3Y | -2.6% | +554.0% | -556.6% | -45.9% |
| All | +25.2% | -56.2% | +81.3% | -31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling