-60.2%
OUST vs XPO
+463.1%
-523.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +6.3% | +4.6% | +7.6% |
| 7D | +36.7% | -1.9% | +38.6% | +38.3% |
| 30D | -3.3% | +2.5% | -5.8% | -4.8% |
| 3M | -11.1% | -7.2% | -3.9% | -7.6% |
| 6M | +53.1% | -8.1% | +61.1% | +59.5% |
| YTD | +78.2% | +38.3% | +39.9% | +49.0% |
| 1Y | +50.0% | +33.6% | +16.4% | +27.6% |
| 3Y | +836.2% | +133.1% | +703.1% | +435.9% |
| 5Y | -50.0% | +308.9% | -358.9% | -81.7% |
| All | -60.2% | +463.1% | -523.3% | -86.7% |
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