+44.2%
OUST vs EXPD
+35.2%
+9.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -2.3% | +16.3% | +14.7% |
| 7D | +17.0% | -7.2% | +24.2% | +19.5% |
| 30D | -16.5% | -3.3% | -13.2% | -16.0% |
| 3M | -23.7% | +3.4% | -27.0% | -25.3% |
| 6M | +18.4% | +22.7% | -4.3% | +10.0% |
| YTD | +60.8% | +24.5% | +36.3% | +39.4% |
| 1Y | +44.2% | +38.6% | +5.5% | +10.4% |
| All | +44.2% | +35.2% | +9.0% | +10.4% |
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