+617.1%
OUST vs BTG
+105.8%
+511.4%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +2.1% |
| 7D | +5.2% | -0.9% | +6.1% | +5.5% |
| 30D | -19.3% | +36.8% | -56.1% | -26.7% |
| 3M | -22.6% | +23.1% | -45.7% | -27.5% |
| 6M | +62.8% | +3.5% | +59.3% | +59.0% |
| YTD | +68.3% | +25.5% | +42.9% | +53.7% |
| 1Y | +28.5% | +40.1% | -11.5% | +12.0% |
| All | +617.1% | +105.8% | +511.4% | +435.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling