+157.0%
BTI vs OUST
-49.1%
+206.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +14.0% | -17.5% | -3.4% |
| 7D | -1.0% | +17.0% | -18.0% | -1.0% |
| 30D | +13.0% | -16.5% | +29.5% | +13.0% |
| 3M | +5.3% | -23.7% | +29.0% | +5.4% |
| 6M | +5.3% | +18.4% | -13.1% | +4.7% |
| YTD | +12.4% | +60.8% | -48.4% | +11.5% |
| 1Y | +18.9% | +44.2% | -25.3% | +18.0% |
| 3Y | +144.0% | +668.1% | -524.1% | +135.8% |
| All | +157.0% | -49.1% | +206.1% | +142.6% |
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