+363.2%
SOXL vs OUST
+29.4%
+333.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.3% | +5.4% | +4.5% |
| 7D | +18.4% | +4.0% | +14.3% | +15.0% |
| 30D | -3.2% | -14.0% | +10.8% | +7.9% |
| 3M | -37.6% | -5.9% | -31.7% | -32.0% |
| 6M | +136.1% | +76.4% | +59.7% | +80.2% |
| YTD | +199.5% | +67.5% | +132.0% | +130.0% |
| 1Y | +363.2% | +27.1% | +336.1% | +282.7% |
| All | +363.2% | +29.4% | +333.9% | +282.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling