-1.4%
AGG vs OUST
-62.4%
+61.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | 0.0% |
| 7D | -0.2% | +5.2% | -5.4% | -0.2% |
| 30D | -0.4% | -19.3% | +18.9% | -0.3% |
| 3M | -0.7% | -22.6% | +22.0% | -0.6% |
| 6M | -1.5% | +62.8% | -64.3% | -2.1% |
| YTD | -0.3% | +68.3% | -68.6% | -0.9% |
| 1Y | +1.3% | +28.5% | -27.2% | +0.8% |
| 3Y | +13.2% | +554.0% | -540.8% | +10.2% |
| 5Y | -1.4% | -56.2% | +54.8% | -3.2% |
| All | -1.4% | -62.4% | +61.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling