-8.8%
EFX vs OUST
+42.6%
-51.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.8% | -11.5% | +0.1% |
| 7D | -2.2% | +36.7% | -38.8% | +0.1% |
| 30D | +29.2% | -3.3% | +32.5% | +29.7% |
| 3M | +3.5% | -11.1% | +14.6% | +3.7% |
| 6M | +7.8% | +53.1% | -45.3% | +7.1% |
| YTD | -12.4% | +78.2% | -90.7% | -13.9% |
| All | -8.8% | +42.6% | -51.4% | -9.4% |
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 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