-62.4%
OUST vs XPO
+478.3%
-540.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.5% | -2.8% | -0.7% |
| 7D | +5.2% | +2.4% | +2.8% | +3.8% |
| 30D | -19.3% | -3.5% | -15.7% | -17.6% |
| 3M | -22.6% | -11.9% | -10.7% | -17.2% |
| 6M | +62.8% | -10.0% | +72.7% | +71.6% |
| YTD | +68.3% | +42.1% | +26.3% | +39.2% |
| 1Y | +28.5% | +47.6% | -19.0% | +3.6% |
| 3Y | +554.0% | +153.6% | +400.5% | +255.4% |
| 5Y | -56.2% | +266.5% | -322.7% | -83.2% |
| All | -62.4% | +478.3% | -540.7% | -87.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling