+172.9%
EXPE vs OUST
-64.1%
+237.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +14.0% | -18.9% | -6.2% |
| 7D | -9.3% | +17.0% | -26.3% | -10.8% |
| 30D | +0.1% | -16.5% | +16.6% | +1.4% |
| 3M | -15.3% | -23.7% | +8.3% | -13.9% |
| 6M | +5.5% | +18.4% | -12.9% | -1.2% |
| YTD | -8.0% | +60.8% | -68.8% | -17.6% |
| 1Y | +18.9% | +44.2% | -25.3% | +7.4% |
| 3Y | +135.5% | +668.1% | -532.6% | +55.3% |
| 5Y | +44.3% | -48.8% | +93.1% | +17.5% |
| All | +172.9% | -64.1% | +237.1% | +140.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling