-30.6%
SPXU vs OUST
+11.1%
-41.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +15.7% | -20.6% | -1.5% |
| 7D | +2.2% | -0.2% | +2.4% | +2.7% |
| 30D | +3.8% | -24.0% | +27.7% | -0.6% |
| 3M | +3.3% | -29.9% | +33.2% | -1.7% |
| 6M | -16.7% | +19.1% | -35.9% | -4.2% |
| YTD | -28.6% | +55.0% | -83.6% | -6.0% |
| 1Y | -30.6% | +21.2% | -51.7% | -14.3% |
| All | -30.6% | +11.1% | -41.6% | -14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling