+121.0%
QLD vs OUST
-56.2%
+177.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.3% | 0.0% |
| 7D | +0.6% | +5.2% | -4.7% | -0.5% |
| 30D | -0.1% | -19.3% | +19.1% | +3.9% |
| 3M | -8.4% | -22.6% | +14.3% | -6.0% |
| 6M | +32.2% | +62.8% | -30.6% | +13.8% |
| YTD | +28.9% | +68.3% | -39.4% | +9.2% |
| 1Y | +43.8% | +28.5% | +15.3% | +25.3% |
| 3Y | +176.6% | +554.0% | -377.4% | +42.0% |
| All | +121.0% | -56.2% | +177.2% | +123.0% |
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 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