+53.5%
QCOM vs OUST
-62.4%
+116.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.1% |
| 7D | +3.3% | +5.2% | -1.9% | +2.6% |
| 30D | +7.7% | -19.3% | +27.0% | +10.5% |
| 3M | -30.1% | -22.6% | -7.4% | -29.1% |
| 6M | +22.8% | +62.8% | -39.9% | +11.0% |
| YTD | +0.2% | +68.3% | -68.2% | -10.4% |
| 1Y | +7.9% | +28.5% | -20.7% | -1.7% |
| 3Y | +55.8% | +554.0% | -498.2% | +2.5% |
| 5Y | +30.1% | -56.2% | +86.3% | +10.6% |
| All | +53.5% | -62.4% | +116.0% | +31.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling