+160.4%
QQQ vs OUST
-62.4%
+222.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | 0.0% |
| 7D | +0.4% | +5.2% | -4.9% | -0.2% |
| 30D | +0.2% | -19.3% | +19.5% | +2.1% |
| 3M | -2.8% | -22.6% | +19.8% | -2.0% |
| 6M | +18.0% | +62.8% | -44.8% | +9.5% |
| YTD | +17.3% | +68.3% | -51.0% | +8.0% |
| 1Y | +25.6% | +28.5% | -3.0% | +17.1% |
| 3Y | +93.7% | +554.0% | -460.3% | +41.7% |
| 5Y | +94.2% | -56.2% | +150.4% | +70.4% |
| All | +160.4% | -62.4% | +222.8% | +132.0% |
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