-17.2%
DASH vs SPXL
+29.9%
-47.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.8% | +3.5% | +6.1% |
| 7D | +17.2% | -2.5% | +19.6% | +18.3% |
| 30D | +3.6% | -4.3% | +7.9% | +5.4% |
| 3M | -1.9% | -4.2% | +2.4% | -0.2% |
| 6M | +15.1% | +15.0% | +0.1% | +5.7% |
| YTD | -12.3% | +28.4% | -40.7% | -23.4% |
| 1Y | -17.2% | +30.3% | -47.5% | -29.0% |
| All | -17.2% | +29.9% | -47.1% | -29.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling