-94.6%
SQQQ vs OUST
-56.2%
-38.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | +0.1% |
| 7D | -0.9% | +5.2% | -6.2% | +0.8% |
| 30D | -0.3% | -19.3% | +19.0% | -5.9% |
| 3M | +2.7% | -22.6% | +25.4% | +5.2% |
| 6M | -43.8% | +62.8% | -106.6% | -24.1% |
| YTD | -42.9% | +68.3% | -111.3% | -20.3% |
| 1Y | -53.5% | +28.5% | -82.1% | -36.8% |
| 3Y | -89.4% | +554.0% | -643.5% | -65.7% |
| All | -94.6% | -56.2% | -38.5% | -92.1% |
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