+184.4%
SOXL vs OUST
-60.6%
+245.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.2% |
| 7D | -23.3% | +31.9% | -55.2% | -32.4% |
| 30D | -59.9% | -4.2% | -55.7% | -57.3% |
| 3M | -56.8% | -9.3% | -47.6% | -52.3% |
| 6M | -68.3% | +51.7% | -120.0% | -71.0% |
| YTD | +33.5% | +76.6% | -43.1% | +13.3% |
| 1Y | +24.8% | +48.9% | -24.1% | +14.8% |
| 3Y | +177.0% | +675.3% | -498.3% | -6.0% |
| 5Y | -0.2% | -44.0% | +43.8% | -6.7% |
| All | +184.4% | -60.6% | +245.0% | +196.0% |
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