+617.1%
OUST vs QSR
+32.7%
+584.4%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +5.2% | +2.4% | +2.8% | +4.9% |
| 30D | -19.3% | +7.6% | -26.9% | -20.1% |
| 3M | -22.6% | +12.6% | -35.3% | -24.9% |
| 6M | +62.8% | +14.4% | +48.4% | +54.6% |
| YTD | +68.3% | +19.6% | +48.7% | +56.3% |
| 1Y | +28.5% | +33.9% | -5.3% | +12.4% |
| All | +617.1% | +32.7% | +584.4% | +466.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling