-27.2%
QS vs OUST
+626.4%
-653.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +14.0% | -9.9% | -1.0% |
| 7D | +5.4% | +17.0% | -11.6% | -0.9% |
| 30D | -5.3% | -16.5% | +11.2% | 0.0% |
| 3M | -22.6% | -23.7% | +1.1% | -16.6% |
| 6M | -46.2% | +18.4% | -64.5% | -53.5% |
| YTD | -58.9% | +60.8% | -119.7% | -68.9% |
| 1Y | -73.1% | +44.2% | -117.3% | -78.8% |
| 3Y | -27.2% | +668.1% | -695.3% | -69.7% |
| All | -27.2% | +626.4% | -653.6% | -69.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling