-1.3%
BND vs OUST
-48.7%
+47.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.6% | -0.6% |
| 7D | -1.4% | +19.9% | -21.3% | -1.5% |
| 30D | +0.8% | +3.6% | -2.8% | +0.8% |
| 3M | -1.2% | -20.6% | +19.4% | -1.1% |
| 6M | -1.4% | +35.1% | -36.4% | -1.8% |
| YTD | -1.3% | +69.1% | -70.5% | -2.0% |
| 1Y | -1.2% | +49.9% | -51.2% | -1.9% |
| 3Y | +13.7% | +642.4% | -628.7% | +10.1% |
| All | -1.3% | -48.7% | +47.4% | -2.4% |
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 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