+7.9%
QCOM vs OUST
+33.5%
-25.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.2% |
| 7D | +3.3% | +5.2% | -1.9% | +2.5% |
| 30D | +7.7% | -19.3% | +27.0% | +11.1% |
| 3M | -30.1% | -22.6% | -7.4% | -29.1% |
| 6M | +22.8% | +62.8% | -39.9% | +9.5% |
| YTD | +0.2% | +68.3% | -68.2% | -11.6% |
| 1Y | +7.9% | +28.5% | -20.7% | -2.7% |
| All | +7.9% | +33.5% | -25.6% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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