+7.4%
PAYX vs OUST
+645.3%
-637.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.9% | -6.8% | -3.9% |
| 7D | -6.9% | +12.7% | -19.7% | -7.0% |
| 30D | -2.6% | -13.6% | +11.0% | -2.6% |
| 3M | +19.4% | -8.3% | +27.7% | +19.0% |
| 6M | +18.7% | +85.0% | -66.3% | +15.5% |
| YTD | +7.8% | +73.2% | -65.5% | +5.0% |
| 1Y | -9.9% | +32.5% | -42.3% | -11.9% |
| 3Y | +7.4% | +643.8% | -636.4% | -7.4% |
| All | +7.4% | +645.3% | -637.9% | -7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling