+21.8%
PAYX vs OUST
-52.5%
+74.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.9% | -6.8% | -4.0% |
| 7D | -6.9% | +12.7% | -19.7% | -7.3% |
| 30D | -2.6% | -13.6% | +11.0% | -2.2% |
| 3M | +19.4% | -8.3% | +27.7% | +18.6% |
| 6M | +18.7% | +85.0% | -66.3% | +12.8% |
| YTD | +7.8% | +73.2% | -65.5% | +2.5% |
| 1Y | -9.9% | +32.5% | -42.3% | -13.7% |
| 3Y | +7.4% | +643.8% | -636.4% | -13.4% |
| 5Y | +21.8% | -52.1% | +73.9% | +12.1% |
| All | +21.8% | -52.5% | +74.4% | +12.1% |
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