+93.3%
OXY vs SPXL
+7,495.8%
-7,402.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.7% |
| 7D | +0.6% | -1.3% | +1.9% | +1.1% |
| 30D | +4.5% | -5.0% | +9.5% | +6.5% |
| 3M | +8.9% | +7.6% | +1.3% | +3.9% |
| 6M | +12.5% | +33.6% | -21.1% | -4.3% |
| YTD | +50.5% | +28.1% | +22.4% | +29.5% |
| 1Y | +38.6% | +43.6% | -5.0% | +12.5% |
| 3Y | -1.2% | +225.8% | -227.1% | -48.6% |
| 5Y | +161.6% | +140.1% | +21.6% | +37.1% |
| 10Y | +5.3% | +1,248.4% | -1,243.1% | -77.3% |
| All | +93.3% | +7,495.8% | -7,402.5% | -86.7% |
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