+141.8%
BTI vs OUST
-61.4%
+203.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -0.4% |
| 7D | -1.4% | +12.7% | -14.1% | -1.4% |
| 30D | -7.0% | -13.6% | +6.6% | -7.0% |
| 3M | -6.3% | -8.3% | +2.0% | -6.4% |
| 6M | -2.0% | +85.0% | -86.9% | -2.7% |
| YTD | +0.2% | +73.2% | -73.0% | -0.6% |
| 1Y | +3.8% | +32.5% | -28.7% | +3.1% |
| 3Y | +112.1% | +643.8% | -531.8% | +106.1% |
| 5Y | +113.6% | -52.1% | +165.7% | +107.5% |
| All | +141.8% | -61.4% | +203.2% | +132.8% |
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