-71.5%
QS vs OUST
-60.6%
-10.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | -5.0% | +14.0% | -18.9% | -10.0% |
| 30D | -1.4% | +2.5% | -4.0% | -3.7% |
| 3M | -33.6% | -15.3% | -18.3% | -30.8% |
| 6M | -47.6% | +42.6% | -90.2% | -58.7% |
| YTD | -59.6% | +76.6% | -136.2% | -71.5% |
| 1Y | -73.5% | +54.1% | -127.6% | -80.3% |
| 3Y | -23.0% | +675.3% | -698.3% | -76.8% |
| 5Y | -89.4% | -45.1% | -44.3% | -90.4% |
| All | -71.5% | -60.6% | -10.9% | -76.3% |
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 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