+213.8%
SPXL vs OTIS
-13.8%
+227.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -0.3% |
| 7D | -6.0% | -5.0% | -1.0% | -2.3% |
| 30D | -5.8% | -6.5% | +0.7% | -1.1% |
| 3M | +10.9% | -2.0% | +12.8% | +11.6% |
| 6M | +31.9% | -20.2% | +52.1% | +56.3% |
| YTD | +25.8% | -21.0% | +46.7% | +48.7% |
| 1Y | +39.8% | -20.9% | +60.6% | +64.1% |
| All | +213.8% | -13.8% | +227.6% | +187.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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