-61.4%
OUST vs QSR
+58.7%
-120.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.4% | +5.3% | +3.8% |
| 7D | +12.7% | +0.1% | +12.7% | +12.7% |
| 30D | -13.6% | +5.9% | -19.5% | -15.5% |
| 3M | -8.3% | +10.5% | -18.8% | -13.1% |
| 6M | +85.0% | +7.7% | +77.2% | +75.1% |
| YTD | +73.2% | +16.8% | +56.5% | +56.4% |
| 1Y | +32.5% | +30.9% | +1.6% | +12.0% |
| 3Y | +643.8% | +28.2% | +615.7% | +521.0% |
| 5Y | -52.1% | +45.0% | -97.1% | -66.2% |
| All | -61.4% | +58.7% | -120.1% | -73.0% |
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