-65.4%
OUST vs EXPD
+129.9%
-195.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.7% | -3.2% | +19.0% | +17.6% |
| 7D | -0.2% | +0.3% | -0.5% | -0.8% |
| 30D | -24.0% | +1.8% | -25.8% | -25.1% |
| 3M | -29.9% | +8.9% | -38.8% | -33.8% |
| 6M | +19.1% | +42.2% | -23.1% | -4.1% |
| YTD | +55.0% | +33.4% | +21.6% | +27.4% |
| 1Y | +21.2% | +47.2% | -26.0% | -6.4% |
| 3Y | +626.0% | +81.3% | +544.7% | +363.7% |
| 5Y | -51.6% | +60.2% | -111.8% | -69.1% |
| All | -65.4% | +129.9% | -195.3% | -79.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling