+147.9%
OXY vs SPXL
+141.8%
+6.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -0.1% |
| 7D | +2.8% | -2.5% | +5.4% | +3.4% |
| 30D | +5.5% | -4.2% | +9.7% | +6.3% |
| 3M | +11.3% | +8.1% | +3.2% | +8.5% |
| 6M | +11.6% | +35.6% | -24.0% | +1.5% |
| YTD | +51.6% | +28.8% | +22.8% | +39.3% |
| 1Y | +36.2% | +39.8% | -3.6% | +21.7% |
| 3Y | +1.7% | +221.4% | -219.7% | -31.4% |
| All | +147.9% | +141.8% | +6.1% | +71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling