-17.9%
QXO vs OUST
-62.6%
+44.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.3% | -0.7% | -3.7% |
| 7D | -3.9% | +4.0% | -7.9% | -4.3% |
| 30D | -17.4% | -14.0% | -3.4% | -16.1% |
| 3M | -22.5% | -5.9% | -16.6% | -23.5% |
| 6M | -41.4% | +76.4% | -117.8% | -47.3% |
| YTD | -34.1% | +67.5% | -101.6% | -40.6% |
| 1Y | -40.8% | +27.1% | -67.9% | -45.5% |
| 3Y | -43.9% | +619.0% | -663.0% | -60.3% |
| 5Y | -69.6% | -54.9% | -14.7% | -72.7% |
| All | -17.9% | -62.6% | +44.7% | -22.0% |
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