+577.1%
OUST vs EXPD
+68.7%
+508.4%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.3% |
| 7D | +5.2% | -1.1% | +6.4% | +5.8% |
| 30D | -19.3% | +4.1% | -23.3% | -20.7% |
| 3M | -22.6% | +17.9% | -40.5% | -28.0% |
| 6M | +62.8% | +29.2% | +33.6% | +45.0% |
| YTD | +68.3% | +27.4% | +41.0% | +49.9% |
| 1Y | +28.5% | +56.8% | -28.3% | +2.1% |
| All | +577.1% | +68.7% | +508.4% | +349.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling