+58.8%
QQQI vs OUST
+517.5%
-458.7%
-20.0%
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% | +0.1% |
| 7D | +0.4% | +5.2% | -4.8% | 0.0% |
| 30D | +1.0% | -19.3% | +20.2% | +2.4% |
| 3M | -1.2% | -22.6% | +21.4% | -0.7% |
| 6M | +11.6% | +62.8% | -51.2% | +5.8% |
| YTD | +11.7% | +68.3% | -56.7% | +5.3% |
| 1Y | +18.7% | +28.5% | -9.9% | +12.8% |
| All | +58.8% | +517.5% | -458.7% | +35.7% |
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 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