+607.8%
OUST vs BTG
+82.1%
+525.7%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -1.0% | -7.5% | -8.2% |
| 7D | -3.8% | -9.1% | +5.3% | -0.8% |
| 30D | +5.1% | -1.6% | +6.7% | +5.8% |
| 3M | -25.8% | -2.8% | -23.0% | -25.0% |
| 6M | -2.0% | -7.6% | +5.6% | 0.0% |
| YTD | +54.7% | +10.2% | +44.5% | +46.8% |
| 1Y | +48.8% | +21.3% | +27.5% | +37.3% |
| 3Y | +607.8% | +82.7% | +525.1% | +440.8% |
| All | +607.8% | +82.1% | +525.7% | +440.8% |
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