+634.8%
OKTA vs SPXL
+890.8%
-256.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.4% | +4.5% | +3.7% |
| 7D | +5.9% | -1.3% | +7.2% | +6.5% |
| 30D | +14.6% | -5.0% | +19.6% | +17.3% |
| 3M | +44.0% | +7.6% | +36.4% | +39.5% |
| 6M | +116.7% | +33.6% | +83.1% | +90.3% |
| YTD | +99.8% | +28.1% | +71.7% | +78.1% |
| 1Y | +84.1% | +43.6% | +40.4% | +55.7% |
| 3Y | +97.7% | +225.8% | -128.1% | +13.3% |
| 5Y | -35.2% | +140.1% | -175.2% | -59.9% |
| All | +634.8% | +890.8% | -256.1% | +121.0% |
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 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