+96.6%
QQQM vs OUST
+645.3%
-548.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -0.4% |
| 7D | +1.5% | +12.7% | -11.2% | +0.4% |
| 30D | -0.7% | -13.6% | +13.0% | +0.5% |
| 3M | +0.4% | -8.3% | +8.7% | -0.2% |
| 6M | +20.1% | +85.0% | -64.9% | +11.4% |
| YTD | +17.2% | +73.2% | -56.0% | +8.9% |
| 1Y | +24.7% | +32.5% | -7.7% | +17.0% |
| 3Y | +96.6% | +643.8% | -547.3% | +52.3% |
| All | +96.6% | +645.3% | -548.8% | +52.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling