-41.5%
QXO vs OUST
+645.3%
-686.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.9% | -3.7% | -1.1% |
| 7D | +2.9% | +12.7% | -9.8% | +1.3% |
| 30D | -18.0% | -13.6% | -4.4% | -16.6% |
| 3M | -14.7% | -8.3% | -6.4% | -15.8% |
| 6M | -39.2% | +85.0% | -124.2% | -46.9% |
| YTD | -31.3% | +73.2% | -104.6% | -39.6% |
| 1Y | -39.7% | +32.5% | -72.1% | -45.7% |
| 3Y | -41.5% | +643.8% | -685.4% | -61.0% |
| All | -41.5% | +645.3% | -686.9% | -61.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling