+4.9%
EFX vs OUST
+692.9%
-688.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -2.0% | +14.0% | -15.9% | -2.3% |
| 30D | +27.9% | +2.5% | +25.3% | +27.7% |
| 3M | +3.8% | -15.3% | +19.2% | +4.1% |
| 6M | +13.0% | +42.6% | -29.6% | +7.9% |
| YTD | -12.4% | +76.6% | -89.0% | -18.3% |
| 1Y | -10.4% | +54.1% | -64.4% | -15.8% |
| All | +4.9% | +692.9% | -688.0% | -20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling