-93.1%
SQQQ vs OUST
-50.0%
-43.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +10.8% | -21.1% | -6.8% |
| 7D | -1.7% | +36.7% | -38.4% | +10.5% |
| 30D | +29.9% | -3.3% | +33.2% | +33.4% |
| 3M | +16.0% | -11.1% | +27.2% | +18.6% |
| 6M | +3.6% | +53.1% | -49.5% | +39.8% |
| YTD | -35.1% | +78.2% | -113.3% | -2.9% |
| 1Y | -37.0% | +50.0% | -87.0% | -8.9% |
| 3Y | -88.7% | +836.2% | -924.8% | -56.4% |
| 5Y | -93.1% | -50.0% | -43.1% | -90.2% |
| All | -93.1% | -50.0% | -43.1% | -90.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling