+20.2%
EFX vs OUST
-60.2%
+80.4%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.8% | -11.5% | -1.3% |
| 7D | -2.2% | +36.7% | -38.8% | -4.2% |
| 30D | +29.2% | -3.3% | +32.5% | +28.9% |
| 3M | +3.5% | -11.1% | +14.6% | +3.4% |
| 6M | +7.8% | +53.1% | -45.3% | +0.3% |
| YTD | -12.4% | +78.2% | -90.7% | -20.5% |
| 1Y | -8.2% | +50.0% | -58.3% | -15.7% |
| 3Y | +4.7% | +836.2% | -831.5% | -26.6% |
| 5Y | -32.0% | -50.0% | +17.9% | -44.5% |
| All | +20.2% | -60.2% | +80.4% | -4.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling