+474.7%
OUST vs FBTC
+52.5%
+422.2%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | 0.0% |
| 7D | +31.9% | -5.4% | +37.2% | +37.0% |
| 30D | -4.2% | -10.5% | +6.3% | +3.5% |
| 3M | -9.3% | +15.1% | -24.4% | -17.3% |
| 6M | +51.7% | -8.3% | +59.9% | +59.6% |
| YTD | +76.6% | -16.0% | +92.6% | +95.2% |
| 1Y | +48.9% | -30.7% | +79.6% | +84.7% |
| All | +474.7% | +52.5% | +422.2% | +336.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 10y: compounded portfolio wealth divided by compounded FBTC 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…
10y analysis · Full analysis span regression · 6 months rolling