-64.1%
OUST vs QSR
+58.9%
-123.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -1.1% | +15.1% | +14.4% |
| 7D | +17.0% | +7.3% | +9.7% | +14.3% |
| 30D | -16.5% | +11.9% | -28.4% | -19.9% |
| 3M | -23.7% | +7.5% | -31.2% | -26.0% |
| 6M | +18.4% | +2.5% | +15.9% | +14.9% |
| YTD | +60.8% | +17.0% | +43.8% | +44.7% |
| 1Y | +44.2% | +18.1% | +26.1% | +28.6% |
| 3Y | +668.1% | +28.6% | +639.5% | +539.6% |
| 5Y | -48.8% | +55.8% | -104.6% | -64.3% |
| All | -64.1% | +58.9% | -123.1% | -75.0% |
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