-51.3%
OUST vs BTG
+47.1%
-98.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +2.5% | +11.5% | +13.2% |
| 7D | +17.0% | +17.4% | -0.4% | +11.4% |
| 30D | -16.5% | +8.0% | -24.5% | -18.3% |
| 3M | -23.7% | +32.5% | -56.2% | -30.5% |
| 6M | +18.4% | +21.6% | -3.2% | +9.8% |
| YTD | +60.8% | +21.2% | +39.6% | +47.1% |
| 1Y | +44.2% | +43.9% | +0.3% | +25.4% |
| 3Y | +668.1% | +78.6% | +589.5% | +482.4% |
| All | -51.3% | +47.1% | -98.4% | -64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling