+390.4%
DDOG vs SPXL
+412.3%
-21.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.1% | +0.4% |
| 7D | +2.9% | +7.4% | -4.6% | -0.5% |
| 30D | -31.6% | -7.8% | -23.8% | -29.3% |
| 3M | -27.0% | -11.9% | -15.1% | -23.0% |
| 6M | -10.3% | -1.7% | -8.6% | -10.6% |
| YTD | +35.4% | +20.8% | +14.6% | +22.4% |
| 1Y | -1.0% | +25.0% | -26.0% | -11.9% |
| 3Y | +76.7% | +226.1% | -149.5% | -2.4% |
| 5Y | -4.6% | +101.1% | -105.7% | -39.0% |
| All | +390.4% | +412.3% | -21.9% | +86.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling