+338.5%
SPXL vs OUST
-68.5%
+407.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -9.0% | -4.1% | -11.3% |
| 7D | -14.2% | -5.0% | -9.2% | -13.3% |
| 30D | -18.1% | -32.0% | +13.9% | -12.0% |
| 3M | -16.3% | -32.4% | +16.1% | -10.5% |
| 6M | -2.3% | +6.7% | -9.0% | -8.9% |
| YTD | +11.6% | +41.0% | -29.4% | -3.0% |
| 1Y | +12.3% | +18.0% | -5.7% | +0.5% |
| 3Y | +211.6% | +560.6% | -349.0% | +67.5% |
| 5Y | +84.3% | -55.1% | +139.4% | +43.8% |
| All | +338.5% | -68.5% | +407.0% | +254.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling