+49.9%
OUST vs QSR
+13.6%
+36.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.5% | -2.7% | -5.2% |
| 7D | +19.9% | -3.9% | +23.8% | +17.2% |
| 30D | +3.6% | +5.9% | -2.3% | +7.8% |
| 3M | -20.6% | +1.7% | -22.3% | -19.0% |
| 6M | +35.1% | -1.9% | +36.9% | +41.5% |
| YTD | +69.1% | +13.6% | +55.5% | +79.5% |
| 1Y | +49.9% | +13.1% | +36.8% | +59.1% |
| All | +49.9% | +13.6% | +36.3% | +59.1% |
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