-17.3%
QXO vs OUST
-62.3%
+45.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -4.2% | -3.0% | -6.7% |
| 7D | +10.1% | +19.9% | -9.9% | +7.7% |
| 30D | +16.2% | +3.6% | +12.6% | +15.4% |
| 3M | -14.8% | -20.6% | +5.9% | -12.9% |
| 6M | -27.8% | +35.1% | -62.8% | -32.8% |
| YTD | -33.6% | +69.1% | -102.7% | -40.4% |
| 1Y | -31.8% | +49.9% | -81.8% | -38.1% |
| 3Y | -46.8% | +642.4% | -689.2% | -62.4% |
| 5Y | -63.6% | -48.3% | -15.3% | -67.8% |
| All | -17.3% | -62.3% | +45.0% | -21.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling