-62.6%
OUST vs BTG
+3.0%
-65.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -5.0% | -3.8% |
| 7D | +4.0% | +2.4% | +1.6% | +3.3% |
| 30D | -14.0% | +9.5% | -23.5% | -16.2% |
| 3M | -5.9% | +38.5% | -44.4% | -15.4% |
| 6M | +76.4% | +5.6% | +70.7% | +70.2% |
| YTD | +67.5% | +23.9% | +43.5% | +53.2% |
| 1Y | +27.1% | +32.1% | -5.0% | +13.0% |
| 3Y | +619.0% | +103.2% | +515.9% | +441.4% |
| 5Y | -54.9% | +79.7% | -134.6% | -65.9% |
| All | -62.6% | +3.0% | -65.7% | -71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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