+42.6%
QCOM vs OUST
-68.5%
+111.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -9.0% | -0.5% | -8.2% |
| 7D | -15.5% | -5.0% | -10.4% | -14.8% |
| 30D | -13.4% | -32.0% | +18.6% | -8.8% |
| 3M | 0.0% | -32.4% | +32.4% | +5.0% |
| 6M | -15.2% | +6.7% | -21.9% | -18.6% |
| YTD | -6.9% | +41.0% | -48.0% | -14.9% |
| 1Y | -11.0% | +18.0% | -28.9% | -17.0% |
| 3Y | +39.8% | +560.6% | -520.9% | -7.9% |
| 5Y | +7.2% | -55.1% | +62.3% | -8.2% |
| All | +42.6% | -68.5% | +111.1% | +24.8% |
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