-6.1%
EFX vs OUST
+32.6%
-38.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +14.0% | -16.2% | -1.3% |
| 7D | +2.7% | +17.0% | -14.3% | +3.9% |
| 30D | +33.1% | -16.5% | +49.6% | +32.4% |
| 3M | +8.2% | -23.7% | +31.8% | +7.4% |
| 6M | +10.2% | +18.4% | -8.2% | +9.5% |
| YTD | -11.8% | +60.8% | -72.6% | -14.2% |
| 1Y | -6.1% | +44.2% | -50.3% | -7.9% |
| All | -6.1% | +32.6% | -38.6% | -7.9% |
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