-71.9%
QS vs OUST
+42.6%
-114.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +10.8% | -4.1% | +2.3% |
| 7D | +13.7% | +36.7% | -23.0% | -0.5% |
| 30D | -0.2% | -3.3% | +3.1% | -0.1% |
| 3M | -24.8% | -11.1% | -13.7% | -23.2% |
| 6M | -39.4% | +53.1% | -92.4% | -56.1% |
| YTD | -56.1% | +78.2% | -134.4% | -73.0% |
| All | -71.9% | +42.6% | -114.5% | -80.8% |
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