-5.9%
DASH vs SPXL
+303.9%
-309.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.9% | -3.9% | -2.2% |
| 7D | -10.2% | -3.8% | -6.5% | -8.5% |
| 30D | -8.2% | -8.8% | +0.6% | -3.8% |
| 3M | -15.9% | -7.4% | -8.5% | -12.8% |
| 6M | +13.3% | +1.8% | +11.5% | +10.0% |
| YTD | -21.3% | +23.6% | -44.9% | -32.5% |
| 1Y | -11.1% | +21.7% | -32.9% | -23.5% |
| 3Y | +103.8% | +232.4% | -128.6% | -15.4% |
| 5Y | -21.6% | +110.4% | -132.0% | -59.8% |
| All | -5.9% | +303.9% | -309.8% | -65.6% |
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