-62.3%
OUST vs BTG
-7.4%
-54.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.2% | 0.0% | -3.0% |
| 7D | +19.9% | -5.9% | +25.8% | +22.2% |
| 30D | +3.6% | -5.0% | +8.6% | +5.4% |
| 3M | -20.6% | -4.5% | -16.2% | -19.5% |
| 6M | +35.1% | -7.0% | +42.1% | +36.8% |
| YTD | +69.1% | +11.4% | +57.8% | +59.8% |
| 1Y | +49.9% | +20.1% | +29.8% | +38.8% |
| 3Y | +642.4% | +81.5% | +560.9% | +479.5% |
| 5Y | -48.3% | +32.1% | -80.5% | -58.2% |
| All | -62.3% | -7.4% | -54.9% | -69.7% |
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