-25.6%
EFX vs OUST
+33.5%
-59.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.7% | -8.0% | -6.3% |
| 7D | -8.6% | +5.2% | -13.9% | -8.5% |
| 30D | +0.1% | -19.3% | +19.4% | -0.5% |
| 3M | +3.8% | -22.6% | +26.5% | +3.5% |
| 6M | -13.5% | +62.8% | -76.3% | -16.7% |
| YTD | -17.7% | +68.3% | -86.0% | -20.9% |
| 1Y | -25.6% | +28.5% | -54.1% | -27.7% |
| All | -25.6% | +33.5% | -59.1% | -27.7% |
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