-80.4%
SPXU vs OUST
+645.3%
-725.8%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.2% | +2.2% |
| 7D | -1.5% | +12.7% | -14.2% | +0.8% |
| 30D | +3.7% | -13.6% | +17.3% | +1.4% |
| 3M | -9.6% | -8.3% | -1.3% | -6.9% |
| 6M | -32.4% | +85.0% | -117.3% | -17.3% |
| YTD | -28.7% | +73.2% | -101.9% | -12.6% |
| 1Y | -38.2% | +32.5% | -70.7% | -25.5% |
| 3Y | -80.4% | +643.8% | -724.3% | -59.3% |
| All | -80.4% | +645.3% | -725.8% | -59.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling