-64.1%
OUST vs EXPD
+114.7%
-178.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -2.3% | +16.3% | +15.3% |
| 7D | +17.0% | -7.2% | +24.2% | +21.6% |
| 30D | -16.5% | -3.3% | -13.2% | -15.3% |
| 3M | -23.7% | +3.4% | -27.0% | -25.8% |
| 6M | +18.4% | +22.7% | -4.3% | +4.1% |
| YTD | +60.8% | +24.5% | +36.3% | +37.5% |
| 1Y | +44.2% | +38.6% | +5.5% | +15.2% |
| 3Y | +668.1% | +71.5% | +596.6% | +405.0% |
| 5Y | -48.8% | +56.2% | -105.1% | -66.1% |
| All | -64.1% | +114.7% | -178.8% | -77.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling