+5,020.5%
ORLY vs SPXL
+7,537.4%
-2,516.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.1% | -0.2% |
| 7D | -2.4% | -2.5% | +0.2% | -1.8% |
| 30D | -6.8% | -4.2% | -2.5% | -5.9% |
| 3M | -4.8% | +8.1% | -12.9% | -7.0% |
| 6M | -9.1% | +35.6% | -44.7% | -16.4% |
| YTD | -5.9% | +28.8% | -34.7% | -12.7% |
| 1Y | -20.4% | +39.8% | -60.2% | -28.1% |
| 3Y | +36.6% | +221.4% | -184.8% | -5.0% |
| 5Y | +117.3% | +146.9% | -29.6% | +50.1% |
| 10Y | +362.7% | +1,255.8% | -893.1% | +77.1% |
| All | +5,020.5% | +7,537.4% | -2,516.9% | +938.5% |
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 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