+129.9%
DAL vs SPXL
+1,188.1%
-1,058.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.4% |
| 7D | +0.1% | +0.1% | +0.1% | +0.1% |
| 30D | -13.9% | -0.9% | -13.1% | -13.6% |
| 3M | +1.1% | +2.0% | -1.0% | -0.4% |
| 6M | +26.2% | +33.5% | -7.3% | +9.9% |
| YTD | +16.4% | +32.2% | -15.7% | +1.8% |
| 1Y | +33.9% | +48.9% | -15.0% | +10.5% |
| 3Y | +93.4% | +222.9% | -129.5% | +9.5% |
| 5Y | +106.4% | +140.7% | -34.4% | +21.8% |
| All | +129.9% | +1,188.1% | -1,058.2% | -48.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling