+115.2%
BTI vs OUST
-56.2%
+171.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.1% |
| 7D | -1.4% | +5.2% | -6.6% | -1.4% |
| 30D | -6.6% | -19.3% | +12.6% | -6.6% |
| 3M | -3.0% | -22.6% | +19.6% | -3.0% |
| 6M | -6.7% | +62.8% | -69.5% | -7.4% |
| YTD | +0.6% | +68.3% | -67.8% | -0.3% |
| 1Y | +5.6% | +28.5% | -23.0% | +4.7% |
| 3Y | +110.3% | +554.0% | -443.7% | +103.1% |
| All | +115.2% | -56.2% | +171.3% | +107.3% |
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