-75.1%
QS vs OUST
-65.5%
-9.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -8.5% | +3.4% | -1.7% |
| 7D | -14.0% | -3.8% | -10.2% | -12.6% |
| 30D | -6.4% | +5.1% | -11.4% | -9.2% |
| 3M | -40.3% | -25.8% | -14.4% | -34.3% |
| 6M | -57.5% | -2.0% | -55.5% | -60.5% |
| YTD | -64.7% | +54.7% | -119.4% | -73.7% |
| 1Y | -72.9% | +48.8% | -121.7% | -79.6% |
| 3Y | -33.5% | +607.8% | -641.3% | -79.2% |
| 5Y | -90.5% | -52.7% | -37.8% | -90.9% |
| All | -75.1% | -65.5% | -9.6% | -78.1% |
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