+126.4%
DAL vs SPXL
+1,166.6%
-1,040.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -0.8% |
| 7D | +3.4% | +1.5% | +1.9% | +2.7% |
| 30D | -13.6% | -3.7% | -9.9% | -12.1% |
| 3M | +1.2% | +8.1% | -6.9% | -2.7% |
| 6M | +34.5% | +39.0% | -4.6% | +14.9% |
| YTD | +14.7% | +29.9% | -15.3% | +1.0% |
| 1Y | +29.2% | +46.6% | -17.4% | +7.4% |
| 3Y | +100.0% | +230.5% | -130.5% | +12.2% |
| 5Y | +106.3% | +140.2% | -33.9% | +21.9% |
| 10Y | +126.4% | +1,168.8% | -1,042.4% | -49.2% |
| All | +126.4% | +1,166.6% | -1,040.2% | -49.2% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling