-88.4%
QID vs OUST
-68.5%
-19.8%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -9.0% | +21.7% | +10.9% |
| 7D | +20.2% | -5.0% | +25.3% | +19.8% |
| 30D | +35.3% | -32.0% | +67.3% | +27.4% |
| 3M | +21.3% | -32.4% | +53.7% | +15.4% |
| 6M | +6.7% | +6.7% | 0.0% | +18.4% |
| YTD | -13.6% | +41.0% | -54.6% | +4.0% |
| 1Y | -11.0% | +18.0% | -29.0% | +4.7% |
| 3Y | -69.8% | +560.6% | -630.4% | -38.3% |
| 5Y | -74.1% | -55.1% | -19.0% | -60.6% |
| All | -88.4% | -68.5% | -19.8% | -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