+93.5%
QQQ vs OUST
+554.0%
-460.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | 0.0% |
| 7D | +0.4% | +5.2% | -4.9% | -0.1% |
| 30D | +0.2% | -19.3% | +19.5% | +2.0% |
| 3M | -2.8% | -22.6% | +19.8% | -2.1% |
| 6M | +18.0% | +62.8% | -44.8% | +10.6% |
| YTD | +17.3% | +68.3% | -51.0% | +9.2% |
| 1Y | +25.6% | +28.5% | -3.0% | +18.1% |
| All | +93.5% | +554.0% | -460.6% | +50.5% |
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