-93.8%
SPXU vs OUST
-64.1%
-29.6%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +14.0% | -14.8% | +2.1% |
| 7D | +7.6% | +17.0% | -9.4% | +11.9% |
| 30D | +17.5% | -16.5% | +34.0% | +15.3% |
| 3M | +14.7% | -23.7% | +38.3% | +11.7% |
| 6M | -0.1% | +18.4% | -18.4% | +13.0% |
| YTD | -19.8% | +60.8% | -80.6% | -0.5% |
| 1Y | -23.7% | +44.2% | -67.9% | -6.4% |
| 3Y | -79.5% | +668.1% | -747.6% | -55.5% |
| 5Y | -81.9% | -48.8% | -33.1% | -70.0% |
| All | -93.8% | -64.1% | -29.6% | -89.9% |
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