+50.0%
EXPE vs OUST
+11.1%
+39.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +15.7% | -5.2% | +10.1% |
| 7D | +14.6% | -0.2% | +14.9% | +14.5% |
| 30D | +21.4% | -24.0% | +45.4% | +22.1% |
| 3M | +1.4% | -29.9% | +31.3% | +2.2% |
| 6M | +28.6% | +19.1% | +9.5% | +21.5% |
| YTD | +12.1% | +55.0% | -42.9% | +0.8% |
| 1Y | +50.0% | +21.2% | +28.8% | +45.2% |
| All | +50.0% | +11.1% | +39.0% | +45.2% |
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 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