+1,322.2%
ON vs SPXL
+7,736.1%
-6,413.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.7% |
| 7D | +2.4% | +0.1% | +2.4% | +2.4% |
| 30D | -3.3% | -0.9% | -2.4% | -2.9% |
| 3M | -43.6% | +2.0% | -45.6% | -43.7% |
| 6M | +19.0% | +33.5% | -14.6% | +2.5% |
| YTD | +37.4% | +32.2% | +5.2% | +18.6% |
| 1Y | +54.8% | +48.9% | +5.9% | +25.1% |
| 3Y | -25.2% | +222.9% | -248.0% | -61.6% |
| 5Y | +62.7% | +140.7% | -78.0% | -6.7% |
| 10Y | +574.3% | +1,192.7% | -618.3% | +40.0% |
| All | +1,322.2% | +7,736.1% | -6,413.9% | -19.3% |
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