+232.6%
EXPE vs OUST
-65.4%
+298.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +15.7% | -5.2% | +9.0% |
| 7D | +14.6% | -0.2% | +14.9% | +14.5% |
| 30D | +21.4% | -24.0% | +45.4% | +24.1% |
| 3M | +1.4% | -29.9% | +31.3% | +3.9% |
| 6M | +28.6% | +19.1% | +9.5% | +20.4% |
| YTD | +12.1% | +55.0% | -42.9% | +0.8% |
| 1Y | +50.0% | +21.2% | +28.8% | +38.1% |
| 3Y | +184.1% | +626.0% | -441.8% | +88.6% |
| 5Y | +103.3% | -51.6% | +154.9% | +66.4% |
| All | +232.6% | -65.4% | +298.0% | +194.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling