-69.8%
QS vs OUST
-60.6%
-9.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.3% |
| 7D | +8.0% | +31.9% | -23.9% | -3.7% |
| 30D | -2.8% | -4.2% | +1.4% | -2.4% |
| 3M | -28.1% | -9.3% | -18.8% | -27.2% |
| 6M | -41.0% | +51.7% | -92.6% | -54.7% |
| YTD | -57.3% | +76.6% | -133.9% | -69.9% |
| 1Y | -72.7% | +48.9% | -121.6% | -79.4% |
| 3Y | -18.6% | +675.3% | -693.9% | -75.5% |
| 5Y | -87.0% | -44.0% | -42.9% | -88.4% |
| All | -69.8% | -60.6% | -9.2% | -74.9% |
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