+79.6%
QQQ vs OUST
-48.5%
+128.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.9% | +0.1% |
| 7D | +6.4% | +19.9% | -13.6% | +4.2% |
| 30D | -7.5% | +3.6% | -11.0% | -8.2% |
| 3M | -4.8% | -20.6% | +15.8% | -3.3% |
| 6M | -2.5% | +35.1% | -37.5% | -8.3% |
| YTD | +12.4% | +69.1% | -56.7% | +2.1% |
| 1Y | +11.3% | +49.9% | -38.6% | +2.1% |
| 3Y | +85.0% | +642.4% | -557.4% | +28.5% |
| 5Y | +79.6% | -48.3% | +127.9% | +79.1% |
| All | +79.6% | -48.5% | +128.1% | +79.1% |
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