-31.8%
QXO vs OUST
+46.4%
-78.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -4.2% | -3.0% | -6.5% |
| 7D | +10.1% | +19.9% | -9.9% | +6.7% |
| 30D | +16.2% | +3.6% | +12.6% | +15.1% |
| 3M | -14.8% | -20.6% | +5.9% | -12.4% |
| 6M | -27.8% | +35.1% | -62.8% | -36.8% |
| YTD | -33.6% | +69.1% | -102.7% | -48.3% |
| 1Y | -31.8% | +49.9% | -81.8% | -44.8% |
| All | -31.8% | +46.4% | -78.2% | -44.8% |
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