+374.5%
SPXL vs OUST
-65.5%
+440.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.5% | +7.3% | +0.5% |
| 7D | +7.4% | -3.8% | +11.2% | +8.2% |
| 30D | -7.8% | +5.1% | -12.9% | -9.2% |
| 3M | -11.9% | -25.8% | +13.9% | -7.8% |
| 6M | -1.7% | -2.0% | +0.3% | -6.2% |
| YTD | +20.8% | +54.7% | -33.9% | +2.7% |
| 1Y | +25.0% | +48.8% | -23.8% | +6.7% |
| 3Y | +226.1% | +607.8% | -381.7% | +73.0% |
| 5Y | +101.1% | -52.7% | +153.8% | +54.3% |
| All | +374.5% | -65.5% | +440.0% | +275.4% |
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