-55.8%
OUST vs XPO
+306.2%
-362.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +2.2% | -10.8% | -9.7% |
| 7D | -3.8% | +9.0% | -12.7% | -8.1% |
| 30D | +5.1% | +4.2% | +0.9% | +2.5% |
| 3M | -25.8% | -8.7% | -17.2% | -22.3% |
| 6M | -2.0% | -2.8% | +0.7% | -1.0% |
| YTD | +54.7% | +41.9% | +12.8% | +26.6% |
| 1Y | +48.8% | +42.3% | +6.5% | +21.4% |
| 3Y | +607.8% | +127.3% | +480.6% | +297.9% |
| All | -55.8% | +306.2% | -362.0% | -85.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling