+4,883.1%
ODFL vs SPXL
+7,605.2%
-2,722.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.3% |
| 7D | +0.2% | +1.5% | -1.3% | -0.4% |
| 30D | -13.4% | -3.7% | -9.8% | -12.2% |
| 3M | -24.2% | +8.1% | -32.3% | -26.8% |
| 6M | -3.3% | +39.0% | -42.4% | -15.9% |
| YTD | +19.8% | +29.9% | -10.2% | +6.8% |
| 1Y | +24.5% | +46.6% | -22.1% | +5.4% |
| 3Y | -9.6% | +230.5% | -240.2% | -46.7% |
| 5Y | +28.0% | +140.2% | -112.1% | -20.7% |
| 10Y | +735.3% | +1,168.8% | -433.5% | +116.7% |
| All | +4,883.1% | +7,605.2% | -2,722.1% | +309.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL 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 SPXL 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