+27.1%
OUST vs QSR
+29.2%
-2.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -4.2% |
| 7D | +4.0% | -2.4% | +6.4% | +2.8% |
| 30D | -14.0% | +5.7% | -19.7% | -11.2% |
| 3M | -5.9% | +6.9% | -12.9% | -1.6% |
| 6M | +76.4% | +6.9% | +69.5% | +81.2% |
| YTD | +67.5% | +14.9% | +52.6% | +69.2% |
| 1Y | +27.1% | +29.1% | -2.0% | +22.4% |
| All | +27.1% | +29.2% | -2.1% | +22.4% |
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 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