-62.3%
OUST vs QSR
+54.4%
-116.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.5% | -2.7% | -3.7% |
| 7D | +19.9% | -3.9% | +23.8% | +21.5% |
| 30D | +3.6% | +5.9% | -2.3% | +1.4% |
| 3M | -20.6% | +1.7% | -22.3% | -21.5% |
| 6M | +35.1% | -1.9% | +36.9% | +33.8% |
| YTD | +69.1% | +13.6% | +55.5% | +53.7% |
| 1Y | +49.9% | +13.1% | +36.8% | +36.2% |
| 3Y | +642.4% | +21.8% | +620.6% | +534.1% |
| 5Y | -48.3% | +57.2% | -105.5% | -63.7% |
| All | -62.3% | +54.4% | -116.7% | -73.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling