-70.8%
OPEN vs SPXL
+617.7%
-688.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.9% | +1.7% |
| 7D | -4.3% | +0.1% | -4.3% | -4.3% |
| 30D | -16.2% | -0.9% | -15.3% | -15.4% |
| 3M | -36.4% | +2.0% | -38.4% | -37.3% |
| 6M | -35.5% | +33.5% | -69.0% | -49.9% |
| YTD | -46.0% | +32.2% | -78.1% | -57.7% |
| 1Y | -47.1% | +48.9% | -96.0% | -61.9% |
| 3Y | -19.0% | +222.9% | -241.9% | -72.2% |
| 5Y | -83.6% | +140.7% | -224.3% | -93.1% |
| All | -70.8% | +617.7% | -688.5% | -92.0% |
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