-71.4%
QS vs OUST
+53.2%
-124.6%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -4.2% | -3.6% | -6.1% |
| 7D | -5.6% | +19.9% | -25.5% | -12.5% |
| 30D | -5.8% | +3.6% | -9.4% | -8.3% |
| 3M | -39.2% | -20.6% | -18.5% | -34.7% |
| 6M | -53.9% | +35.1% | -89.0% | -64.3% |
| YTD | -62.8% | +69.1% | -131.9% | -76.3% |
| All | -71.4% | +53.2% | -124.6% | -81.5% |
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