-36.0%
SQQQ vs OUST
+11.1%
-47.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +15.7% | -18.5% | +3.1% |
| 7D | +14.6% | -0.2% | +14.8% | +15.6% |
| 30D | +28.9% | -24.0% | +52.8% | +20.0% |
| 3M | +13.1% | -29.9% | +43.0% | +4.7% |
| 6M | -15.2% | +19.1% | -34.4% | +5.6% |
| YTD | -37.0% | +55.0% | -92.0% | -5.7% |
| 1Y | -36.0% | +21.2% | -57.1% | -11.9% |
| All | -36.0% | +11.1% | -47.0% | -11.9% |
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 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