+467.1%
DDOG vs SPXL
+460.4%
+6.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.4% | -0.3% |
| 7D | -10.1% | +0.1% | -10.2% | -10.2% |
| 30D | -24.8% | -0.9% | -23.9% | -24.4% |
| 3M | -12.6% | +2.0% | -14.6% | -14.0% |
| 6M | +79.9% | +33.5% | +46.4% | +55.8% |
| YTD | +56.6% | +32.2% | +24.4% | +36.4% |
| 1Y | +61.6% | +48.9% | +12.7% | +32.8% |
| 3Y | +117.9% | +222.9% | -105.0% | +21.1% |
| 5Y | +54.2% | +140.7% | -86.5% | -7.5% |
| All | +467.1% | +460.4% | +6.6% | +108.3% |
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