-5.2%
DASH vs SPXL
+267.5%
-272.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.9% | -0.6% |
| 7D | +0.4% | -8.7% | +9.1% | +5.8% |
| 30D | -6.0% | -16.9% | +10.8% | +4.1% |
| 3M | -15.8% | -15.2% | -0.6% | -7.9% |
| 6M | +7.0% | -5.5% | +12.5% | +8.6% |
| YTD | -20.7% | +12.4% | -33.1% | -28.0% |
| 1Y | -8.5% | +16.9% | -25.5% | -19.3% |
| 3Y | +101.8% | +211.8% | -110.0% | -13.2% |
| 5Y | -9.6% | +85.6% | -95.2% | -50.3% |
| All | -5.2% | +267.5% | -272.7% | -63.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling