+382.5%
BNY vs OUST
-65.5%
+448.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -8.5% | +8.9% | +0.9% |
| 7D | +3.9% | -3.8% | +7.6% | +4.0% |
| 30D | +11.9% | +5.1% | +6.9% | +11.3% |
| 3M | -5.0% | -25.8% | +20.8% | -3.9% |
| 6M | +14.6% | -2.0% | +16.6% | +12.3% |
| YTD | +34.5% | +54.7% | -20.2% | +27.0% |
| 1Y | +40.6% | +48.8% | -8.2% | +32.9% |
| 3Y | +261.7% | +607.8% | -346.1% | +194.8% |
| 5Y | +192.3% | -52.7% | +245.0% | +155.7% |
| All | +382.5% | -65.5% | +448.0% | +332.5% |
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 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