-22.0%
QID vs OUST
+11.1%
-33.1%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +15.7% | -17.6% | +2.1% |
| 7D | +9.8% | -0.2% | +10.0% | +10.4% |
| 30D | +18.9% | -24.0% | +42.9% | +13.1% |
| 3M | +9.6% | -29.9% | +39.5% | +3.7% |
| 6M | -7.8% | +19.1% | -27.0% | +5.5% |
| YTD | -23.3% | +55.0% | -78.3% | -1.2% |
| 1Y | -22.0% | +21.2% | -43.2% | -5.1% |
| All | -22.0% | +11.1% | -33.1% | -5.1% |
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 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