-2.7%
BND vs OUST
-65.5%
+62.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.5% | +8.4% | -0.1% |
| 7D | -1.4% | -3.8% | +2.3% | -1.4% |
| 30D | +0.6% | +5.1% | -4.5% | +0.5% |
| 3M | -1.6% | -25.8% | +24.2% | -1.5% |
| 6M | -1.5% | -2.0% | +0.5% | -1.8% |
| YTD | -1.5% | +54.7% | -56.2% | -2.0% |
| 1Y | -1.1% | +48.8% | -49.9% | -1.7% |
| 3Y | +13.6% | +607.8% | -594.2% | +10.5% |
| 5Y | -1.8% | -52.7% | +50.9% | -3.6% |
| All | -2.7% | -65.5% | +62.8% | -4.4% |
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