+6.4%
OXY vs SPXL
+1,271.9%
-1,265.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -0.5% |
| 7D | +2.8% | -2.5% | +5.4% | +3.8% |
| 30D | +5.5% | -4.2% | +9.7% | +7.0% |
| 3M | +11.3% | +8.1% | +3.2% | +6.5% |
| 6M | +11.6% | +35.6% | -24.0% | -5.0% |
| YTD | +51.6% | +28.8% | +22.8% | +31.1% |
| 1Y | +36.2% | +39.8% | -3.6% | +12.7% |
| 3Y | +1.7% | +221.4% | -219.7% | -46.2% |
| 5Y | +164.5% | +146.9% | +17.5% | +38.3% |
| All | +6.4% | +1,271.9% | -1,265.4% | -74.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling