+21.2%
OUST vs QSR
+23.8%
-2.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.7% | +5.5% | +10.3% | +19.1% |
| 7D | -0.2% | +5.2% | -5.4% | +2.5% |
| 30D | -24.0% | +12.2% | -36.2% | -17.7% |
| 3M | -29.9% | +7.0% | -36.9% | -25.9% |
| 6M | +19.1% | -0.3% | +19.5% | +27.7% |
| YTD | +55.0% | +18.0% | +37.0% | +70.7% |
| 1Y | +21.2% | +22.6% | -1.5% | +32.2% |
| All | +21.2% | +23.8% | -2.6% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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