+262.9%
OKLO vs SPXL
+174.8%
+88.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +2.4% | -11.6% | -10.2% |
| 7D | -12.2% | -2.5% | -9.7% | -11.4% |
| 30D | -19.7% | -4.2% | -15.5% | -18.3% |
| 3M | -37.4% | +8.1% | -45.5% | -39.0% |
| 6M | -42.3% | +35.6% | -77.9% | -47.6% |
| YTD | -49.5% | +28.8% | -78.3% | -53.1% |
| 1Y | -54.7% | +39.8% | -94.5% | -58.6% |
| 3Y | +249.6% | +221.4% | +28.2% | +191.8% |
| 5Y | +268.1% | +146.9% | +121.2% | +208.3% |
| All | +262.9% | +174.8% | +88.1% | +201.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling