+61.7%
DDOG vs SPXL
+132.3%
-70.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.3% | -0.5% |
| 7D | +3.2% | -6.0% | +9.2% | +6.9% |
| 30D | -10.2% | -5.8% | -4.4% | -7.0% |
| 3M | -2.6% | +10.9% | -13.4% | -9.1% |
| 6M | +80.1% | +31.9% | +48.2% | +49.5% |
| YTD | +63.0% | +25.8% | +37.3% | +39.2% |
| 1Y | +59.4% | +39.8% | +19.6% | +26.7% |
| 3Y | +127.0% | +219.9% | -92.8% | -3.6% |
| 5Y | +61.7% | +141.1% | -79.4% | -19.0% |
| All | +61.7% | +132.3% | -70.7% | -19.0% |
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