-62.4%
OUST vs PAYC
-34.1%
-28.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.7% | +5.4% | +3.4% |
| 7D | +5.2% | -2.9% | +8.1% | +6.6% |
| 30D | -19.3% | +32.8% | -52.0% | -31.0% |
| 3M | -22.6% | +69.3% | -91.9% | -43.5% |
| 6M | +62.8% | +74.0% | -11.2% | +12.6% |
| YTD | +68.3% | +46.4% | +21.9% | +28.1% |
| 1Y | +28.5% | +4.2% | +24.4% | +19.8% |
| 3Y | +554.0% | -19.7% | +573.8% | +554.2% |
| 5Y | -56.2% | -52.0% | -4.2% | -40.9% |
| All | -62.4% | -34.1% | -28.4% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC 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 all: compounded portfolio wealth divided by compounded PAYC 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…
all analysis · Full analysis span regression · 6 months rolling