+629.3%
ON vs SPXL
+1,271.9%
-642.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.4% | +6.1% | +7.0% |
| 7D | +2.4% | -2.5% | +4.9% | +4.1% |
| 30D | -8.6% | -4.2% | -4.4% | -6.1% |
| 3M | -34.3% | +8.1% | -42.4% | -37.0% |
| 6M | +28.5% | +35.6% | -7.1% | +8.0% |
| YTD | +40.6% | +28.8% | +11.8% | +21.5% |
| 1Y | +55.3% | +39.8% | +15.5% | +27.6% |
| 3Y | -22.2% | +221.4% | -243.6% | -62.6% |
| 5Y | +62.4% | +146.9% | -84.5% | -14.2% |
| All | +629.3% | +1,271.9% | -642.6% | +26.5% |
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