+49.9%
OUST vs BTG
+22.2%
+27.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.2% | 0.0% | -2.7% |
| 7D | +19.9% | -5.9% | +25.8% | +22.8% |
| 30D | +3.6% | -5.0% | +8.6% | +5.6% |
| 3M | -20.6% | -4.5% | -16.2% | -19.3% |
| 6M | +35.1% | -7.0% | +42.1% | +39.7% |
| YTD | +69.1% | +11.4% | +57.8% | +50.8% |
| 1Y | +49.9% | +20.1% | +29.8% | +23.9% |
| All | +49.9% | +22.2% | +27.7% | +23.9% |
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