+284.9%
OKLO vs SPXL
+214.3%
+70.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.8% | -4.5% | -4.7% |
| 7D | +0.1% | -6.0% | +6.1% | +5.7% |
| 30D | -15.2% | -5.8% | -9.4% | -10.4% |
| 3M | -26.2% | +10.9% | -37.0% | -32.0% |
| 6M | -35.0% | +31.9% | -66.9% | -47.0% |
| YTD | -44.4% | +25.8% | -70.2% | -52.5% |
| 1Y | -45.9% | +39.8% | -85.7% | -56.6% |
| All | +284.9% | +214.3% | +70.6% | +154.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling