+50.5%
QCOM vs OUST
-64.1%
+114.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +14.0% | -8.5% | +3.5% |
| 7D | +0.4% | +17.0% | -16.6% | -1.9% |
| 30D | -6.6% | -16.5% | +9.9% | -4.5% |
| 3M | +3.7% | -23.7% | +27.4% | +6.9% |
| 6M | -13.3% | +18.4% | -31.7% | -18.1% |
| YTD | -1.8% | +60.8% | -62.6% | -11.9% |
| 1Y | -2.5% | +44.2% | -46.7% | -11.7% |
| 3Y | +47.0% | +668.1% | -621.1% | -5.3% |
| 5Y | +13.1% | -48.8% | +61.9% | -5.0% |
| All | +50.5% | -64.1% | +114.6% | +29.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling