+247.7%
QLD vs OUST
-65.4%
+313.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +15.7% | -13.9% | -1.2% |
| 7D | -9.4% | -0.2% | -9.2% | -9.5% |
| 30D | -17.1% | -24.0% | +6.9% | -12.9% |
| 3M | -10.4% | -29.9% | +19.5% | -5.0% |
| 6M | +0.7% | +19.1% | -18.4% | -6.9% |
| YTD | +17.7% | +55.0% | -37.2% | +1.9% |
| 1Y | +14.7% | +21.2% | -6.5% | +3.4% |
| 3Y | +169.6% | +626.0% | -456.3% | +44.5% |
| 5Y | +86.7% | -51.6% | +138.3% | +50.5% |
| All | +247.7% | -65.4% | +313.1% | +195.3% |
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