+51.8%
QQQI vs OUST
+467.5%
-415.7%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.5% | +7.5% | -0.3% |
| 7D | +3.3% | -3.8% | +7.1% | +3.6% |
| 30D | -5.8% | +5.1% | -10.8% | -6.4% |
| 3M | -5.0% | -25.8% | +20.8% | -3.5% |
| 6M | -3.2% | -2.0% | -1.2% | -4.8% |
| YTD | +6.8% | +54.7% | -47.9% | +0.8% |
| 1Y | +9.0% | +48.8% | -39.8% | +3.0% |
| All | +51.8% | +467.5% | -415.7% | +29.9% |
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