+86.1%
QQQ vs OUST
+692.9%
-606.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | -0.2% | +14.0% | -14.2% | -1.5% |
| 30D | -7.5% | +2.5% | -10.0% | -8.1% |
| 3M | -3.8% | -15.3% | +11.5% | -3.1% |
| 6M | -3.0% | +42.6% | -45.6% | -8.1% |
| YTD | +12.8% | +76.6% | -63.9% | +4.0% |
| 1Y | +11.6% | +54.1% | -42.5% | +3.8% |
| All | +86.1% | +692.9% | -606.8% | +48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling