+18.0%
OUST vs EXPD
+42.2%
-24.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -4.5% | -4.5% | -7.4% |
| 7D | -5.0% | -4.8% | -0.2% | -3.6% |
| 30D | -32.0% | -1.5% | -30.5% | -31.9% |
| 3M | -32.4% | +4.1% | -36.5% | -33.9% |
| 6M | +6.7% | +24.0% | -17.3% | -1.7% |
| YTD | +41.0% | +27.4% | +13.6% | +19.8% |
| 1Y | +18.0% | +38.4% | -20.4% | -10.7% |
| All | +18.0% | +42.2% | -24.3% | -10.7% |
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 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