+101.8%
DASH vs SPXL
+212.3%
-110.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.9% | -0.5% |
| 7D | +0.4% | -8.7% | +9.1% | +4.7% |
| 30D | -6.0% | -16.9% | +10.8% | +1.9% |
| 3M | -15.8% | -15.2% | -0.6% | -9.6% |
| 6M | +7.0% | -5.5% | +12.5% | +8.6% |
| YTD | -20.7% | +12.4% | -33.1% | -26.0% |
| 1Y | -8.5% | +16.9% | -25.5% | -16.5% |
| 3Y | +101.8% | +211.8% | -110.0% | +2.6% |
| All | +101.8% | +212.3% | -110.5% | +2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling