-73.7%
QID vs OUST
+554.0%
-627.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.0% | -0.1% |
| 7D | -0.6% | +5.2% | -5.9% | +0.3% |
| 30D | 0.0% | -19.3% | +19.3% | -3.3% |
| 3M | +3.7% | -22.6% | +26.4% | +4.5% |
| 6M | -29.9% | +62.8% | -92.6% | -17.8% |
| YTD | -28.8% | +68.3% | -97.1% | -15.1% |
| 1Y | -37.2% | +28.5% | -65.7% | -26.1% |
| All | -73.7% | +554.0% | -627.7% | -53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling