+494.6%
SOXL vs OUST
-62.4%
+557.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.7% | +8.2% | +9.1% |
| 7D | +5.3% | +5.2% | +0.1% | +2.8% |
| 30D | -11.2% | -19.3% | +8.1% | -1.3% |
| 3M | -55.4% | -22.6% | -32.7% | -46.4% |
| 6M | +107.1% | +62.8% | +44.4% | +76.0% |
| YTD | +179.0% | +68.3% | +110.7% | +130.6% |
| 1Y | +357.4% | +28.5% | +328.8% | +313.7% |
| 3Y | +397.5% | +554.0% | -156.6% | +72.1% |
| 5Y | +155.9% | -56.2% | +212.1% | +145.1% |
| All | +494.6% | -62.4% | +557.0% | +502.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling