+410.3%
SPXL vs OUST
-61.4%
+471.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.9% | -4.6% | -2.2% |
| 7D | +1.5% | +12.7% | -11.3% | -0.9% |
| 30D | -3.7% | -13.6% | +9.9% | -1.3% |
| 3M | +8.1% | -8.3% | +16.4% | +6.4% |
| 6M | +39.0% | +85.0% | -45.9% | +16.2% |
| YTD | +29.9% | +73.2% | -43.3% | +9.0% |
| 1Y | +46.6% | +32.5% | +14.1% | +26.7% |
| 3Y | +230.5% | +643.8% | -413.3% | +73.9% |
| 5Y | +140.2% | -52.1% | +192.3% | +83.0% |
| All | +410.3% | -61.4% | +471.7% | +298.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling