-52.6%
SQQQ vs OUST
+34.0%
-86.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.6% | +1.3% |
| 7D | -4.2% | +12.7% | -16.9% | -0.2% |
| 30D | +2.4% | -13.6% | +16.1% | -1.4% |
| 3M | -5.7% | -8.3% | +2.6% | +0.8% |
| 6M | -46.6% | +85.0% | -131.5% | -25.7% |
| YTD | -42.7% | +73.2% | -116.0% | -19.7% |
| 1Y | -52.6% | +32.5% | -85.1% | -34.3% |
| All | -52.6% | +34.0% | -86.6% | -34.3% |
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