+67.1%
PAYX vs OUST
-62.6%
+129.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.5% | -1.8% |
| 7D | -7.5% | +4.0% | -11.5% | -7.6% |
| 30D | -5.3% | -14.0% | +8.7% | -5.0% |
| 3M | +15.6% | -5.9% | +21.5% | +14.7% |
| 6M | +19.5% | +76.4% | -56.9% | +14.4% |
| YTD | +5.8% | +67.5% | -61.7% | +1.3% |
| 1Y | -10.9% | +27.1% | -38.0% | -14.2% |
| 3Y | +5.4% | +619.0% | -613.6% | -12.1% |
| 5Y | +20.4% | -54.9% | +75.3% | +7.7% |
| All | +67.1% | -62.6% | +129.7% | +50.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling