-28.4%
QS vs OUST
+33.5%
-61.9%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | -0.2% |
| 7D | -2.3% | +5.2% | -7.5% | -4.7% |
| 30D | -0.7% | -19.3% | +18.5% | +8.3% |
| 3M | -39.6% | -22.6% | -17.0% | -36.6% |
| 6M | -21.7% | +62.8% | -84.5% | -47.8% |
| YTD | -47.4% | +68.3% | -115.8% | -66.4% |
| 1Y | -28.4% | +28.5% | -56.9% | -47.0% |
| All | -28.4% | +33.5% | -61.9% | -47.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling