+143.2%
SPXL vs OUST
-56.2%
+199.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.6% |
| 7D | +0.1% | +5.2% | -5.2% | -1.0% |
| 30D | -0.9% | -19.3% | +18.4% | +3.2% |
| 3M | +2.0% | -22.6% | +24.7% | +3.8% |
| 6M | +33.5% | +62.8% | -29.3% | +12.8% |
| YTD | +32.2% | +68.3% | -36.2% | +9.7% |
| 1Y | +48.9% | +28.5% | +20.3% | +27.6% |
| 3Y | +222.9% | +554.0% | -331.2% | +60.9% |
| All | +143.2% | -56.2% | +199.4% | +131.4% |
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 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