+372.5%
SPXL vs OUST
-60.2%
+432.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +10.8% | -3.9% | +4.8% |
| 7D | -0.9% | +36.7% | -37.5% | -7.0% |
| 30D | -11.4% | -3.3% | -8.1% | -11.3% |
| 3M | -10.8% | -11.1% | +0.3% | -9.9% |
| 6M | -0.3% | +53.1% | -53.3% | -13.4% |
| YTD | +20.3% | +78.2% | -57.9% | -0.5% |
| 1Y | +24.7% | +50.0% | -25.3% | +6.3% |
| 3Y | +238.6% | +836.2% | -597.6% | +69.2% |
| 5Y | +100.0% | -50.0% | +149.9% | +50.3% |
| All | +372.5% | -60.2% | +432.8% | +263.7% |
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