+524.9%
SOXL vs OUST
-61.4%
+586.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.9% | +2.2% | +3.7% |
| 7D | +16.4% | +12.7% | +3.7% | +9.8% |
| 30D | -12.1% | -13.6% | +1.5% | -5.2% |
| 3M | -41.7% | -8.3% | -33.4% | -36.7% |
| 6M | +157.4% | +85.0% | +72.4% | +106.3% |
| YTD | +193.3% | +73.2% | +120.0% | +139.1% |
| 1Y | +355.3% | +32.5% | +322.9% | +306.4% |
| 3Y | +484.2% | +643.8% | -159.7% | +90.3% |
| 5Y | +182.7% | -52.1% | +234.8% | +162.9% |
| All | +524.9% | -61.4% | +586.3% | +524.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling