+195.9%
SOXL vs OUST
-65.5%
+261.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -8.5% | -2.5% | -6.7% |
| 7D | +26.9% | -3.8% | +30.6% | +30.4% |
| 30D | -47.2% | +5.1% | -52.3% | -46.4% |
| 3M | -59.9% | -25.8% | -34.0% | -50.8% |
| 6M | -68.3% | -2.0% | -66.3% | -64.0% |
| YTD | +38.8% | +54.7% | -15.9% | +26.3% |
| 1Y | +48.8% | +48.8% | 0.0% | +38.4% |
| 3Y | +196.5% | +607.8% | -411.3% | +5.8% |
| 5Y | -5.0% | -52.7% | +47.7% | -3.9% |
| All | +195.9% | -65.5% | +261.3% | +230.0% |
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 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