+232.4%
SOXL vs OUST
-62.3%
+294.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.5% | +1.4% |
| 7D | +60.3% | +19.9% | +40.4% | +47.2% |
| 30D | -48.6% | +3.6% | -52.2% | -47.4% |
| 3M | -53.9% | -20.6% | -33.2% | -45.5% |
| 6M | -62.0% | +35.1% | -97.0% | -63.3% |
| YTD | +56.0% | +69.1% | -13.1% | +35.3% |
| 1Y | +50.0% | +49.9% | +0.1% | +38.0% |
| 3Y | +223.8% | +642.4% | -418.6% | +12.2% |
| 5Y | +6.7% | -48.3% | +55.0% | +2.9% |
| All | +232.4% | -62.3% | +294.7% | +253.5% |
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