+156.4%
SOXL vs OUST
+626.4%
-470.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +14.0% | -1.5% | +4.8% |
| 7D | -40.3% | +17.0% | -57.3% | -44.5% |
| 30D | -71.1% | -16.5% | -54.6% | -66.9% |
| 3M | -65.2% | -23.7% | -41.6% | -58.1% |
| 6M | -72.3% | +18.4% | -90.6% | -71.3% |
| YTD | +9.4% | +60.8% | -51.3% | -1.3% |
| 1Y | +7.0% | +44.2% | -37.2% | +1.1% |
| 3Y | +156.4% | +668.1% | -511.7% | +11.8% |
| All | +156.4% | +626.4% | -470.0% | +11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling