-1.3%
AGG vs OUST
-53.0%
+51.7%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.5% | +8.4% | -0.1% |
| 7D | -1.5% | -3.8% | +2.3% | -1.5% |
| 30D | +0.6% | +5.1% | -4.4% | +0.6% |
| 3M | -1.6% | -25.8% | +24.2% | -1.5% |
| 6M | -1.6% | -2.0% | +0.4% | -1.8% |
| YTD | -1.5% | +54.7% | -56.2% | -2.2% |
| 1Y | -1.1% | +48.8% | -49.9% | -1.8% |
| 3Y | +13.6% | +607.8% | -594.2% | +10.0% |
| All | -1.3% | -53.0% | +51.7% | -2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling