-43.9%
BTDR vs OUST
-53.0%
+9.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -8.5% | -0.1% | -6.2% |
| 7D | -6.9% | -3.8% | -3.1% | -5.5% |
| 30D | -31.5% | +5.1% | -36.6% | -32.1% |
| 3M | -36.1% | -25.8% | -10.3% | -30.4% |
| 6M | -57.6% | -2.0% | -55.6% | -59.0% |
| YTD | -50.0% | +54.7% | -104.8% | -58.1% |
| 1Y | -49.6% | +48.8% | -98.4% | -57.2% |
| 3Y | +48.5% | +607.8% | -559.3% | -17.4% |
| All | -43.9% | -53.0% | +9.1% | -69.3% |
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