+325.7%
TQQQ vs OUST
-62.6%
+388.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | +0.1% |
| 7D | +2.8% | +4.0% | -1.2% | +1.6% |
| 30D | -3.0% | -14.0% | +10.9% | +0.8% |
| 3M | -2.7% | -5.9% | +3.2% | -3.7% |
| 6M | +45.4% | +76.4% | -30.9% | +17.3% |
| YTD | +36.3% | +67.5% | -31.2% | +10.2% |
| 1Y | +53.4% | +27.1% | +26.3% | +29.8% |
| 3Y | +265.6% | +619.0% | -353.5% | +50.3% |
| 5Y | +101.7% | -54.9% | +156.6% | +59.1% |
| All | +325.7% | -62.6% | +388.3% | +256.4% |
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