-29.3%
DASH vs SPXL
+99.3%
-128.6%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | +0.1% |
| 7D | -4.5% | +7.4% | -12.0% | -8.7% |
| 30D | -6.8% | -7.8% | +1.0% | -2.9% |
| 3M | -20.7% | -11.9% | -8.8% | -15.3% |
| 6M | +15.1% | -1.7% | +16.8% | +14.0% |
| YTD | -24.3% | +20.8% | -45.1% | -34.5% |
| 1Y | -12.1% | +25.0% | -37.1% | -25.8% |
| 3Y | +91.1% | +226.1% | -135.1% | -22.9% |
| All | -29.3% | +99.3% | -128.6% | -63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling