-64.1%
OUST vs PAYC
-32.5%
-31.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -5.1% | +19.1% | +16.3% |
| 7D | +17.0% | -10.2% | +27.2% | +22.6% |
| 30D | -16.5% | +6.1% | -22.6% | -19.5% |
| 3M | -23.7% | +10.1% | -33.7% | -28.5% |
| 6M | +18.4% | +88.6% | -70.3% | -22.0% |
| YTD | +60.8% | +50.0% | +10.8% | +19.3% |
| 1Y | +44.2% | +46.1% | -1.9% | +8.5% |
| 3Y | +668.1% | +51.2% | +616.9% | +447.7% |
| 5Y | -48.8% | -51.7% | +2.8% | -31.3% |
| All | -64.1% | -32.5% | -31.7% | -57.0% |
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