-88.7%
QID vs OUST
-64.1%
-24.5%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +14.0% | -16.5% | +0.3% |
| 7D | +9.4% | +17.0% | -7.6% | +13.7% |
| 30D | +31.2% | -16.5% | +47.7% | +29.0% |
| 3M | +17.4% | -23.7% | +41.1% | +14.7% |
| 6M | +8.4% | +18.4% | -10.0% | +23.0% |
| YTD | -15.8% | +60.8% | -76.6% | +4.3% |
| 1Y | -16.3% | +44.2% | -60.5% | +2.5% |
| 3Y | -70.4% | +668.1% | -738.5% | -37.4% |
| 5Y | -74.8% | -48.8% | -25.9% | -60.5% |
| All | -88.7% | -64.1% | -24.5% | -83.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling