+195.5%
BNY vs OUST
-50.0%
+245.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +10.8% | -8.5% | +1.7% |
| 7D | +2.3% | +36.7% | -34.3% | +0.1% |
| 30D | +6.4% | -3.3% | +9.8% | +6.3% |
| 3M | -3.6% | -11.1% | +7.5% | -3.5% |
| 6M | +16.9% | +53.1% | -36.2% | +10.6% |
| YTD | +32.6% | +78.2% | -45.7% | +23.2% |
| 1Y | +40.4% | +50.0% | -9.6% | +31.7% |
| 3Y | +259.4% | +836.2% | -576.7% | +177.7% |
| 5Y | +195.5% | -50.0% | +245.5% | +151.1% |
| All | +195.5% | -50.0% | +245.5% | +151.1% |
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 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