-68.5%
OUST vs EXPD
+119.6%
-188.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -4.5% | -4.5% | -6.4% |
| 7D | -5.0% | -4.8% | -0.2% | -2.5% |
| 30D | -32.0% | -1.5% | -30.5% | -31.6% |
| 3M | -32.4% | +4.1% | -36.5% | -34.4% |
| 6M | +6.7% | +24.0% | -17.3% | -6.5% |
| YTD | +41.0% | +27.4% | +13.6% | +19.2% |
| 1Y | +18.0% | +38.4% | -20.4% | -5.3% |
| 3Y | +560.6% | +73.2% | +487.4% | +333.9% |
| 5Y | -55.1% | +59.9% | -115.0% | -70.6% |
| All | -68.5% | +119.6% | -188.2% | -80.7% |
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