+80.7%
QQQ vs OUST
+626.4%
-545.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +14.0% | -12.6% | +0.1% |
| 7D | -5.0% | +17.0% | -22.0% | -6.5% |
| 30D | -13.4% | -16.5% | +3.1% | -12.3% |
| 3M | -8.1% | -23.7% | +15.6% | -6.5% |
| 6M | -5.5% | +18.4% | -23.9% | -9.1% |
| YTD | +7.2% | +60.8% | -53.6% | -0.3% |
| 1Y | +7.8% | +44.2% | -36.4% | +0.9% |
| 3Y | +80.7% | +668.1% | -587.4% | +42.7% |
| All | +80.7% | +626.4% | -545.7% | +42.7% |
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