+98.6%
DASH vs SPXL
+223.0%
-124.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -1.0% |
| 7D | -2.8% | -2.9% | +0.1% | -1.5% |
| 30D | -9.3% | -12.4% | +3.1% | -4.1% |
| 3M | -15.1% | -11.8% | -3.3% | -10.6% |
| 6M | +8.7% | -1.4% | +10.1% | +8.2% |
| YTD | -21.3% | +19.0% | -40.3% | -28.5% |
| 1Y | -12.7% | +18.0% | -30.6% | -20.6% |
| All | +98.6% | +223.0% | -124.4% | +4.1% |
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