-60.6%
OUST vs XPO
+463.6%
-524.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.0% |
| 7D | +31.9% | -1.5% | +33.4% | +33.2% |
| 30D | -4.2% | +2.6% | -6.8% | -5.7% |
| 3M | -9.3% | -6.1% | -3.2% | -6.2% |
| 6M | +51.7% | -8.0% | +59.6% | +58.0% |
| YTD | +76.6% | +38.5% | +38.1% | +47.6% |
| 1Y | +48.9% | +35.0% | +13.9% | +25.9% |
| 3Y | +675.3% | +126.5% | +548.8% | +350.2% |
| 5Y | -44.0% | +315.4% | -359.5% | -79.6% |
| All | -60.6% | +463.6% | -524.2% | -86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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