-19.1%
QID vs OUST
+42.6%
-61.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +10.8% | -17.7% | -4.0% |
| 7D | -0.8% | +36.7% | -37.5% | +8.8% |
| 30D | +20.1% | -3.3% | +23.4% | +22.3% |
| 3M | +11.8% | -11.1% | +22.9% | +13.3% |
| 6M | +5.5% | +53.1% | -47.5% | +29.5% |
| YTD | -21.5% | +78.2% | -99.8% | +6.7% |
| All | -19.1% | +42.6% | -61.7% | +6.0% |
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