+171.6%
EXPE vs OUST
-65.5%
+237.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.5% | +7.3% | -0.4% |
| 7D | -0.5% | -3.8% | +3.3% | -0.2% |
| 30D | -6.1% | +5.1% | -11.1% | -7.0% |
| 3M | -21.3% | -25.8% | +4.5% | -19.9% |
| 6M | +19.0% | -2.0% | +21.0% | +14.4% |
| YTD | -8.4% | +54.7% | -63.1% | -17.8% |
| 1Y | -2.8% | +48.8% | -51.6% | -12.6% |
| 3Y | +120.8% | +607.8% | -487.1% | +47.1% |
| 5Y | +46.2% | -52.7% | +98.9% | +19.7% |
| All | +171.6% | -65.5% | +237.1% | +140.2% |
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 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