+140.2%
BTI vs OUST
+626.4%
-486.2%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +14.0% | -17.5% | -3.3% |
| 7D | -1.0% | +17.0% | -18.0% | -0.8% |
| 30D | +13.0% | -16.5% | +29.5% | +12.9% |
| 3M | +3.7% | -23.7% | +27.3% | +3.6% |
| 6M | +3.7% | +18.4% | -14.7% | +3.3% |
| YTD | +10.6% | +60.8% | -50.2% | +10.1% |
| 1Y | +17.1% | +44.2% | -27.1% | +16.5% |
| 3Y | +140.2% | +668.1% | -527.9% | +131.4% |
| All | +140.2% | +626.4% | -486.2% | +131.4% |
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