+85.0%
SPXL vs OUST
-49.1%
+134.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +14.0% | -13.3% | -2.3% |
| 7D | -8.7% | +17.0% | -25.7% | -11.9% |
| 30D | -16.9% | -16.5% | -0.4% | -14.2% |
| 3M | -15.2% | -23.7% | +8.5% | -11.5% |
| 6M | -5.5% | +18.4% | -23.9% | -14.7% |
| YTD | +12.4% | +60.8% | -48.3% | -6.7% |
| 1Y | +16.9% | +44.2% | -27.3% | -1.1% |
| 3Y | +211.8% | +668.1% | -456.3% | +48.2% |
| All | +85.0% | -49.1% | +134.0% | +70.1% |
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