-1.4%
AGG vs OUST
-52.5%
+51.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -0.1% |
| 7D | +0.1% | +12.7% | -12.6% | 0.0% |
| 30D | -0.4% | -13.6% | +13.2% | -0.3% |
| 3M | -0.3% | -8.3% | +8.0% | -0.4% |
| 6M | -1.2% | +85.0% | -86.2% | -1.9% |
| YTD | -0.4% | +73.2% | -73.6% | -1.0% |
| 1Y | +0.4% | +32.5% | -32.1% | -0.2% |
| 3Y | +13.4% | +643.8% | -630.4% | +9.8% |
| 5Y | -1.4% | -52.1% | +50.7% | -3.1% |
| All | -1.4% | -52.5% | +51.1% | -3.1% |
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