-98.0%
SQQQ vs OUST
-65.5%
-32.5%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -8.5% | +12.3% | +1.2% |
| 7D | -11.0% | -3.8% | -7.2% | -11.4% |
| 30D | +17.9% | +5.1% | +12.9% | +23.6% |
| 3M | +19.5% | -25.8% | +45.3% | +15.8% |
| 6M | +4.2% | -2.0% | +6.2% | +20.8% |
| YTD | -35.6% | +54.7% | -90.3% | -9.8% |
| 1Y | -37.7% | +48.8% | -86.5% | -12.4% |
| 3Y | -88.0% | +607.8% | -695.9% | -62.8% |
| 5Y | -93.1% | -52.7% | -40.4% | -85.6% |
| All | -98.0% | -65.5% | -32.5% | -96.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling