-4.8%
SOXL vs OUST
-53.0%
+48.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -8.5% | -2.5% | -6.4% |
| 7D | +26.9% | -3.8% | +30.6% | +30.6% |
| 30D | -47.2% | +5.1% | -52.3% | -46.4% |
| 3M | -59.9% | -25.8% | -34.0% | -50.2% |
| 6M | -68.3% | -2.0% | -66.3% | -63.9% |
| YTD | +38.8% | +54.7% | -15.9% | +24.7% |
| 1Y | +48.8% | +48.8% | 0.0% | +36.8% |
| 3Y | +196.5% | +607.8% | -411.3% | -5.9% |
| All | -4.8% | -53.0% | +48.2% | +84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling