-63.2%
USO vs SPXL
+7,356.5%
-7,419.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.8% | +7.4% | +6.0% |
| 7D | +11.5% | -6.0% | +17.5% | +13.0% |
| 30D | +24.1% | -5.8% | +29.9% | +25.7% |
| 3M | +17.9% | +10.9% | +7.1% | +13.9% |
| 6M | +49.6% | +31.9% | +17.7% | +36.0% |
| YTD | +129.0% | +25.8% | +103.3% | +109.6% |
| 1Y | +112.0% | +39.8% | +72.2% | +87.9% |
| 3Y | +102.3% | +219.9% | -117.6% | +35.6% |
| 5Y | +224.5% | +141.1% | +83.5% | +114.2% |
| 10Y | +86.9% | +1,223.7% | -1,136.7% | -37.9% |
| All | -63.2% | +7,356.5% | -7,419.8% | -94.8% |
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 1990-01-01 to 2026-09-10: 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling