+138.2%
QQQM vs OUST
-60.6%
+198.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | -1.5% | +31.9% | -33.4% | -4.4% |
| 30D | -10.2% | -4.2% | -6.0% | -10.2% |
| 3M | -6.3% | -9.3% | +3.0% | -6.2% |
| 6M | -4.9% | +51.7% | -56.6% | -11.1% |
| YTD | +10.3% | +76.6% | -66.4% | +0.5% |
| 1Y | +8.8% | +48.9% | -40.1% | +0.5% |
| 3Y | +81.8% | +675.3% | -593.5% | +30.8% |
| 5Y | +79.1% | -44.0% | +123.1% | +54.3% |
| All | +138.2% | -60.6% | +198.7% | +108.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling