-31.3%
EFX vs OUST
-49.1%
+17.8%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +14.0% | -16.2% | -3.1% |
| 7D | +2.7% | +17.0% | -14.3% | +1.4% |
| 30D | +33.1% | -16.5% | +49.6% | +34.2% |
| 3M | +8.2% | -23.7% | +31.8% | +9.3% |
| 6M | +10.2% | +18.4% | -8.2% | +3.7% |
| YTD | -11.8% | +60.8% | -72.6% | -20.4% |
| 1Y | -6.1% | +44.2% | -50.3% | -14.6% |
| 3Y | +7.5% | +668.1% | -660.6% | -28.2% |
| All | -31.3% | -49.1% | +17.8% | -34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling