+137.0%
OKE vs SPXL
+141.8%
-4.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | +0.3% |
| 7D | +1.2% | -2.5% | +3.8% | +1.9% |
| 30D | +4.5% | -4.2% | +8.7% | +5.5% |
| 3M | +9.6% | +8.1% | +1.5% | +6.5% |
| 6M | +15.4% | +35.6% | -20.2% | +3.9% |
| YTD | +36.5% | +28.8% | +7.7% | +24.2% |
| 1Y | +39.0% | +39.8% | -0.9% | +22.5% |
| 3Y | +74.3% | +221.4% | -147.1% | +13.0% |
| All | +137.0% | +141.8% | -4.8% | +54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling