+147.6%
EXPE vs OUST
+537.2%
-389.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -9.0% | -4.7% | -13.1% |
| 7D | -3.6% | -5.0% | +1.4% | -3.3% |
| 30D | +4.8% | -32.0% | +36.8% | +7.2% |
| 3M | -14.6% | -32.4% | +17.7% | -12.9% |
| 6M | +10.0% | +6.7% | +3.3% | +5.4% |
| YTD | -3.3% | +41.0% | -44.3% | -10.3% |
| 1Y | +28.4% | +18.0% | +10.4% | +20.6% |
| All | +147.6% | +537.2% | -389.6% | +86.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling