+408.9%
BNY vs OUST
-62.6%
+471.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | 0.0% |
| 7D | +0.3% | +4.0% | -3.8% | 0.0% |
| 30D | +1.9% | -14.0% | +15.9% | +2.7% |
| 3M | +13.9% | -5.9% | +19.8% | +12.8% |
| 6M | +42.3% | +76.4% | -34.0% | +34.3% |
| YTD | +41.8% | +67.5% | -25.6% | +33.9% |
| 1Y | +57.9% | +27.1% | +30.8% | +50.4% |
| 3Y | +290.7% | +619.0% | -328.3% | +218.6% |
| 5Y | +252.3% | -54.9% | +307.2% | +208.5% |
| All | +408.9% | -62.6% | +471.5% | +356.1% |
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 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