-89.3%
QID vs OUST
-60.6%
-28.7%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.1% |
| 7D | +1.8% | +31.9% | -30.1% | +8.6% |
| 30D | +21.6% | -4.2% | +25.8% | +23.1% |
| 3M | +12.6% | -9.3% | +21.9% | +14.1% |
| 6M | +6.9% | +51.7% | -44.8% | +27.2% |
| YTD | -20.5% | +76.6% | -97.1% | +0.5% |
| 1Y | -18.1% | +48.9% | -67.0% | +1.3% |
| 3Y | -70.7% | +675.3% | -745.9% | -38.2% |
| 5Y | -77.2% | -44.0% | -33.2% | -63.6% |
| All | -89.3% | -60.6% | -28.7% | -83.6% |
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