-62.4%
OUST vs QSR
+62.6%
-125.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +5.2% | +2.4% | +2.8% | +4.3% |
| 30D | -19.3% | +7.6% | -26.9% | -21.5% |
| 3M | -22.6% | +12.6% | -35.3% | -27.2% |
| 6M | +62.8% | +14.4% | +48.4% | +49.8% |
| YTD | +68.3% | +19.6% | +48.7% | +50.8% |
| 1Y | +28.5% | +33.9% | -5.3% | +7.7% |
| 3Y | +554.0% | +27.1% | +526.9% | +452.1% |
| 5Y | -56.2% | +48.5% | -104.8% | -69.3% |
| All | -62.4% | +62.6% | -125.0% | -74.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling