+170.9%
BTI vs OUST
-60.6%
+231.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.2% |
| 7D | -0.1% | +31.9% | -32.0% | -0.1% |
| 30D | +9.6% | -4.2% | +13.8% | +9.6% |
| 3M | +8.3% | -9.3% | +17.6% | +8.4% |
| 6M | +7.5% | +51.7% | -44.2% | +6.9% |
| YTD | +12.3% | +76.6% | -64.4% | +11.5% |
| 1Y | +16.2% | +48.9% | -32.7% | +15.5% |
| 3Y | +148.0% | +675.3% | -527.3% | +141.2% |
| 5Y | +153.2% | -44.0% | +197.3% | +146.1% |
| All | +170.9% | -60.6% | +231.5% | +160.9% |
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