+367.2%
SPXL vs OUST
-60.6%
+427.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.9% |
| 7D | -2.9% | +31.9% | -34.8% | -8.2% |
| 30D | -12.4% | -4.2% | -8.2% | -12.2% |
| 3M | -11.8% | -9.3% | -2.5% | -11.2% |
| 6M | -1.4% | +51.7% | -53.1% | -14.2% |
| YTD | +19.0% | +76.6% | -57.7% | -1.4% |
| 1Y | +18.0% | +48.9% | -30.9% | +0.7% |
| 3Y | +220.0% | +675.3% | -455.3% | +66.8% |
| 5Y | +102.6% | -44.0% | +146.6% | +51.0% |
| All | +367.2% | -60.6% | +427.8% | +260.3% |
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