+415.7%
BNY vs OUST
-62.4%
+478.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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 | +43.8% | +68.3% | -24.6% | +35.7% |
| 1Y | +58.9% | +28.5% | +30.3% | +51.2% |
| 3Y | +290.4% | +554.0% | -263.6% | +220.0% |
| 5Y | +250.1% | -56.2% | +306.3% | +206.6% |
| All | +415.7% | -62.4% | +478.2% | +362.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling