-65.2%
USO vs SPXL
+7,495.8%
-7,561.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.4% | +4.1% | +3.0% |
| 7D | +6.2% | -1.3% | +7.5% | +6.5% |
| 30D | +19.1% | -5.0% | +24.1% | +20.4% |
| 3M | +14.2% | +7.6% | +6.6% | +11.1% |
| 6M | +43.7% | +33.6% | +10.1% | +30.3% |
| YTD | +116.8% | +28.1% | +88.7% | +97.7% |
| 1Y | +104.3% | +43.6% | +60.7% | +80.0% |
| 3Y | +91.5% | +225.8% | -134.3% | +27.9% |
| 5Y | +214.1% | +140.1% | +74.0% | +107.8% |
| 10Y | +77.0% | +1,248.4% | -1,171.4% | -41.4% |
| All | -65.2% | +7,495.8% | -7,561.0% | -95.1% |
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