-35.3%
QXO vs OUST
+33.5%
-68.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.1% |
| 7D | -1.3% | +5.2% | -6.5% | -2.0% |
| 30D | -16.0% | -19.3% | +3.2% | -13.6% |
| 3M | -17.7% | -22.6% | +4.9% | -17.2% |
| 6M | -42.6% | +62.8% | -105.4% | -52.5% |
| YTD | -30.8% | +68.3% | -99.1% | -43.6% |
| 1Y | -35.3% | +28.5% | -63.9% | -45.1% |
| All | -35.3% | +33.5% | -68.8% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 1y: compounded portfolio wealth divided by compounded OUST 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…
1y analysis · Full analysis span regression · 6 months rolling