-62.8%
QS vs OUST
-62.4%
-0.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | -0.1% |
| 7D | -2.3% | +5.2% | -7.5% | -4.4% |
| 30D | -0.7% | -19.3% | +18.5% | +7.3% |
| 3M | -39.6% | -22.6% | -17.0% | -36.6% |
| 6M | -21.7% | +62.8% | -84.5% | -41.4% |
| YTD | -47.4% | +68.3% | -115.8% | -61.4% |
| 1Y | -28.4% | +28.5% | -56.9% | -42.0% |
| 3Y | -22.6% | +554.0% | -576.6% | -74.8% |
| 5Y | -75.6% | -56.2% | -19.4% | -75.1% |
| All | -62.8% | -62.4% | -0.4% | -67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling