-71.0%
QS vs OUST
-64.1%
-6.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +14.0% | -9.9% | -1.5% |
| 7D | +5.4% | +17.0% | -11.6% | -1.5% |
| 30D | -5.3% | -16.5% | +11.2% | +0.4% |
| 3M | -22.6% | -23.7% | +1.1% | -16.2% |
| 6M | -46.2% | +18.4% | -64.5% | -54.4% |
| YTD | -58.9% | +60.8% | -119.7% | -69.9% |
| 1Y | -73.1% | +44.2% | -117.3% | -79.4% |
| 3Y | -27.2% | +668.1% | -695.3% | -78.2% |
| 5Y | -86.2% | -48.8% | -37.4% | -87.2% |
| All | -71.0% | -64.1% | -6.9% | -75.0% |
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