+110.4%
SPXL vs OUST
-45.2%
+155.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +3.9% |
| 7D | -3.8% | +14.0% | -17.7% | -6.5% |
| 30D | -8.8% | +2.5% | -11.4% | -9.8% |
| 3M | -7.4% | -15.3% | +7.9% | -5.4% |
| 6M | +1.8% | +42.6% | -40.8% | -11.4% |
| YTD | +23.6% | +76.6% | -53.0% | +0.5% |
| 1Y | +21.7% | +54.1% | -32.3% | +1.5% |
| 3Y | +232.4% | +675.3% | -442.8% | +58.3% |
| 5Y | +110.4% | -45.1% | +155.5% | +97.9% |
| All | +110.4% | -45.2% | +155.7% | +97.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling