+608.2%
OKTA vs SPXL
+896.2%
-288.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.4% | -5.1% | -3.7% |
| 7D | -2.4% | -2.5% | +0.1% | -1.4% |
| 30D | +13.0% | -4.2% | +17.3% | +15.3% |
| 3M | +41.7% | +8.1% | +33.6% | +36.9% |
| 6M | +105.9% | +35.6% | +70.3% | +79.7% |
| YTD | +92.6% | +28.8% | +63.8% | +71.2% |
| 1Y | +81.1% | +39.8% | +41.2% | +54.8% |
| 3Y | +84.8% | +221.4% | -136.5% | +6.5% |
| 5Y | -34.4% | +146.9% | -181.4% | -59.9% |
| All | +608.2% | +896.2% | -288.0% | +112.5% |
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