+11.7%
DASH vs SPXL
+331.9%
-320.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.4% | -3.9% |
| 7D | -10.6% | +0.1% | -10.6% | -10.6% |
| 30D | +2.2% | -0.9% | +3.0% | +2.5% |
| 3M | +32.3% | +2.0% | +30.2% | +29.5% |
| 6M | +19.1% | +33.5% | -14.4% | -1.5% |
| YTD | -6.5% | +32.2% | -38.7% | -22.3% |
| 1Y | -14.9% | +48.9% | -63.8% | -34.5% |
| 3Y | +151.9% | +222.9% | -70.9% | +7.8% |
| 5Y | +9.4% | +140.7% | -131.3% | -47.5% |
| All | +11.7% | +331.9% | -320.2% | -60.4% |
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