-98.1%
SQQQ vs OUST
-63.7%
-34.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.8% | +6.0% | +2.5% |
| 7D | +4.1% | -1.7% | +5.7% | +3.6% |
| 30D | +4.6% | -21.9% | +26.6% | -1.8% |
| 3M | -10.4% | -8.2% | -2.2% | -4.7% |
| 6M | -42.1% | +57.5% | -99.6% | -24.0% |
| YTD | -40.3% | +62.8% | -103.1% | -19.0% |
| 1Y | -50.2% | +24.5% | -74.7% | -34.0% |
| 3Y | -89.4% | +599.0% | -688.4% | -68.0% |
| 5Y | -94.7% | -54.9% | -39.8% | -89.2% |
| All | -98.1% | -63.7% | -34.5% | -96.4% |
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