-74.9%
QID vs OUST
-49.1%
-25.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +14.0% | -16.5% | +0.4% |
| 7D | +9.4% | +17.0% | -7.6% | +14.0% |
| 30D | +31.2% | -16.5% | +47.7% | +28.8% |
| 3M | +17.4% | -23.7% | +41.1% | +14.5% |
| 6M | +8.4% | +18.4% | -10.0% | +24.0% |
| YTD | -15.8% | +60.8% | -76.6% | +5.8% |
| 1Y | -16.3% | +44.2% | -60.5% | +3.9% |
| 3Y | -70.4% | +668.1% | -738.5% | -32.7% |
| All | -74.9% | -49.1% | -25.8% | -68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling