+547.4%
BTSG vs OUST
+485.3%
+62.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.5% | +8.2% | +0.4% |
| 7D | +6.0% | -3.8% | +9.8% | +6.3% |
| 30D | +12.4% | +5.1% | +7.4% | +11.5% |
| 3M | +18.2% | -25.8% | +44.0% | +20.4% |
| 6M | +26.0% | -2.0% | +28.1% | +22.3% |
| YTD | +90.1% | +54.7% | +35.4% | +74.1% |
| 1Y | +124.3% | +48.8% | +75.5% | +105.5% |
| All | +547.4% | +485.3% | +62.0% | +382.4% |
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