+10.2%
ORCL vs SPXL
+212.3%
-202.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.4% |
| 7D | -11.2% | -8.7% | -2.4% | -6.8% |
| 30D | -18.8% | -16.9% | -1.9% | -10.1% |
| 3M | -18.8% | -15.2% | -3.6% | -10.9% |
| 6M | -39.7% | -5.5% | -34.2% | -37.3% |
| YTD | -39.6% | +12.4% | -52.1% | -42.8% |
| 1Y | -51.7% | +16.9% | -68.6% | -55.2% |
| 3Y | +10.2% | +211.8% | -201.6% | -32.1% |
| All | +10.2% | +212.3% | -202.0% | -32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling