-1.4%
EXPE vs OUST
+50.6%
-51.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -17.8% | +14.0% | -31.7% | -18.0% |
| 30D | -3.2% | +2.5% | -5.8% | -3.4% |
| 3M | -19.0% | -15.3% | -3.7% | -18.8% |
| 6M | +17.7% | +42.6% | -24.9% | +11.7% |
| YTD | -7.8% | +76.6% | -84.4% | -15.4% |
| 1Y | -1.4% | +54.1% | -55.4% | -8.2% |
| All | -1.4% | +50.6% | -51.9% | -8.2% |
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