+32.5%
OUST vs BTG
+29.7%
+2.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.9% | +5.8% | +3.7% |
| 7D | +12.7% | +4.8% | +7.9% | +11.3% |
| 30D | -13.6% | +8.3% | -22.0% | -15.6% |
| 3M | -8.3% | +32.3% | -40.6% | -16.3% |
| 6M | +85.0% | +3.0% | +82.0% | +83.3% |
| YTD | +73.2% | +21.9% | +51.3% | +57.7% |
| 1Y | +32.5% | +28.2% | +4.3% | +5.0% |
| All | +32.5% | +29.7% | +2.8% | +5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling