-83.4%
SPXU vs OUST
-53.0%
-30.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -8.5% | +9.7% | -0.6% |
| 7D | -7.6% | -3.8% | -3.8% | -8.0% |
| 30D | +5.3% | +5.1% | +0.3% | +8.4% |
| 3M | +9.6% | -25.8% | +35.5% | +6.2% |
| 6M | -4.5% | -2.0% | -2.5% | +4.0% |
| YTD | -25.9% | +54.7% | -80.6% | -6.7% |
| 1Y | -28.9% | +48.8% | -77.7% | -10.4% |
| 3Y | -80.5% | +607.8% | -688.3% | -54.6% |
| All | -83.4% | -53.0% | -30.3% | -78.5% |
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