-6.7%
EFX vs OUST
+11.1%
-17.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +15.7% | -13.3% | +3.3% |
| 7D | +9.2% | -0.2% | +9.4% | +9.3% |
| 30D | +34.8% | -24.0% | +58.8% | +33.3% |
| 3M | +8.8% | -29.9% | +38.7% | +7.5% |
| 6M | +12.3% | +19.1% | -6.8% | +10.6% |
| YTD | -10.6% | +55.0% | -65.6% | -13.7% |
| 1Y | -6.7% | +21.2% | -27.9% | -8.2% |
| All | -6.7% | +11.1% | -17.8% | -8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling