-23.3%
ONON vs SPXL
+147.2%
-170.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -0.8% |
| 7D | -3.5% | -1.3% | -2.2% | -2.7% |
| 30D | -30.8% | -5.0% | -25.8% | -28.6% |
| 3M | -29.8% | +7.6% | -37.4% | -33.3% |
| 6M | -34.8% | +33.6% | -68.4% | -45.7% |
| YTD | -42.3% | +28.1% | -70.4% | -50.9% |
| 1Y | -39.5% | +43.6% | -83.2% | -52.4% |
| 3Y | -9.3% | +225.8% | -235.1% | -60.4% |
| All | -23.3% | +147.2% | -170.5% | -59.8% |
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