+48.8%
SOXL vs OUST
+40.1%
+8.7%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -8.5% | -2.5% | -3.6% |
| 7D | +26.9% | -3.8% | +30.6% | +32.6% |
| 30D | -47.2% | +5.1% | -52.3% | -46.6% |
| 3M | -59.9% | -25.8% | -34.0% | -45.5% |
| 6M | -68.3% | -2.0% | -66.3% | -62.7% |
| YTD | +38.8% | +54.7% | -15.9% | +7.0% |
| 1Y | +48.8% | +48.8% | 0.0% | +17.1% |
| All | +48.8% | +40.1% | +8.7% | +17.1% |
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