+416.2%
BNY vs OUST
-62.4%
+478.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.2% |
| 7D | +1.4% | +5.2% | -3.8% | +1.1% |
| 30D | +3.8% | -19.3% | +23.1% | +5.0% |
| 3M | +14.9% | -22.6% | +37.5% | +15.1% |
| 6M | +40.3% | +62.8% | -22.4% | +33.1% |
| YTD | +43.9% | +68.3% | -24.5% | +35.8% |
| 1Y | +59.0% | +28.5% | +30.5% | +51.3% |
| 3Y | +290.7% | +554.0% | -263.3% | +220.3% |
| 5Y | +250.4% | -56.2% | +306.6% | +206.8% |
| All | +416.2% | -62.4% | +478.6% | +362.5% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling