+8.3%
PAYX vs OUST
+46.4%
-38.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +4.1% | -0.5% |
| 7D | -3.6% | +19.9% | -23.5% | -2.2% |
| 30D | +9.5% | +3.6% | +5.9% | +10.5% |
| 3M | -3.3% | -20.6% | +17.3% | -3.7% |
| 6M | +27.1% | +35.1% | -8.0% | +29.2% |
| YTD | +7.3% | +69.1% | -61.9% | +8.7% |
| 1Y | +8.3% | +49.9% | -41.6% | +9.9% |
| All | +8.3% | +46.4% | -38.1% | +9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling