+480.0%
OUST vs FBTC
+54.8%
+425.2%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.3% | +12.2% | +11.7% |
| 7D | +36.7% | -2.4% | +39.0% | +39.2% |
| 30D | -3.3% | -9.1% | +5.8% | +3.4% |
| 3M | -11.1% | +15.0% | -26.1% | -19.0% |
| 6M | +53.1% | -6.9% | +59.9% | +59.5% |
| YTD | +78.2% | -14.7% | +92.9% | +95.1% |
| 1Y | +50.0% | -28.1% | +78.1% | +82.0% |
| All | +480.0% | +54.8% | +425.2% | +335.9% |
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