+211.5%
TQQQ vs OUST
-64.1%
+275.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +14.0% | -10.5% | -0.6% |
| 7D | -15.7% | +17.0% | -32.7% | -19.6% |
| 30D | -37.5% | -16.5% | -21.0% | -34.2% |
| 3M | -27.3% | -23.7% | -3.7% | -22.1% |
| 6M | -26.7% | +18.4% | -45.1% | -33.5% |
| YTD | -0.3% | +60.8% | -61.1% | -18.6% |
| 1Y | -1.5% | +44.2% | -45.7% | -17.5% |
| 3Y | +184.0% | +668.1% | -484.1% | +14.9% |
| 5Y | +28.8% | -48.8% | +77.7% | +0.2% |
| All | +211.5% | -64.1% | +275.6% | +163.3% |
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 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