+21.2%
OUST vs EXPD
+53.8%
-32.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.7% | -3.2% | +19.0% | +16.7% |
| 7D | -0.2% | +0.3% | -0.5% | -0.7% |
| 30D | -24.0% | +1.8% | -25.8% | -24.8% |
| 3M | -29.9% | +8.9% | -38.8% | -32.6% |
| 6M | +19.1% | +42.2% | -23.1% | +5.5% |
| YTD | +55.0% | +33.4% | +21.6% | +31.1% |
| 1Y | +21.2% | +47.2% | -26.0% | -7.5% |
| All | +21.2% | +53.8% | -32.6% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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