+252.1%
BNY vs OUST
-52.5%
+304.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.1% | -1.4% |
| 7D | +1.5% | +12.7% | -11.3% | +0.7% |
| 30D | +3.3% | -13.6% | +16.9% | +4.2% |
| 3M | +15.3% | -8.3% | +23.6% | +14.3% |
| 6M | +42.5% | +85.0% | -42.5% | +33.1% |
| YTD | +42.0% | +73.2% | -31.2% | +32.9% |
| 1Y | +59.3% | +32.5% | +26.8% | +50.3% |
| 3Y | +291.2% | +643.8% | -352.6% | +207.6% |
| 5Y | +252.1% | -52.1% | +304.2% | +233.5% |
| All | +252.1% | -52.5% | +304.6% | +233.5% |
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 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