+11.7%
PAYX vs OUST
-54.9%
+66.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +14.0% | -16.0% | -2.4% |
| 7D | +4.4% | +17.0% | -12.6% | +3.9% |
| 30D | +16.4% | -16.5% | +32.9% | +16.9% |
| 3M | -1.6% | -23.7% | +22.1% | -1.0% |
| 6M | +32.4% | +18.4% | +14.1% | +28.6% |
| YTD | +9.0% | +60.8% | -51.8% | +3.5% |
| 1Y | +9.4% | +44.2% | -34.8% | +4.3% |
| 3Y | +17.5% | +668.1% | -650.6% | -6.6% |
| All | +11.7% | -54.9% | +66.6% | +5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling