-1.5%
AGG vs OUST
-60.2%
+58.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.8% | -10.8% | 0.0% |
| 7D | +0.4% | +36.7% | -36.2% | +0.2% |
| 30D | +2.1% | -3.3% | +5.4% | +2.1% |
| 3M | -0.3% | -11.1% | +10.8% | -0.3% |
| 6M | -0.9% | +53.1% | -54.0% | -1.5% |
| YTD | -0.3% | +78.2% | -78.6% | -1.0% |
| 1Y | 0.0% | +50.0% | -50.0% | -0.6% |
| 3Y | +15.3% | +836.2% | -820.9% | +11.8% |
| 5Y | -1.4% | -50.0% | +48.6% | -3.3% |
| All | -1.5% | -60.2% | +58.8% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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