-98.2%
SQQQ vs OUST
-62.4%
-35.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | +0.1% |
| 7D | -0.9% | +5.2% | -6.2% | +0.7% |
| 30D | -0.3% | -19.3% | +19.0% | -5.5% |
| 3M | +2.7% | -22.6% | +25.4% | +5.2% |
| 6M | -43.8% | +62.8% | -106.6% | -25.4% |
| YTD | -42.9% | +68.3% | -111.3% | -21.8% |
| 1Y | -53.5% | +28.5% | -82.1% | -37.9% |
| 3Y | -89.4% | +554.0% | -643.5% | -68.7% |
| 5Y | -94.7% | -56.2% | -38.5% | -89.3% |
| All | -98.2% | -62.4% | -35.8% | -96.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling