-99.9%
DFNS vs SPXL
+231.8%
-331.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -1.1% |
| 7D | +0.8% | +1.5% | -0.7% | +1.0% |
| 30D | -73.2% | -3.7% | -69.6% | -73.5% |
| 3M | -72.4% | +8.1% | -80.6% | -71.9% |
| 6M | -95.2% | +39.0% | -134.3% | -94.7% |
| YTD | -98.0% | +29.9% | -127.9% | -97.8% |
| 1Y | -98.3% | +46.6% | -144.9% | -98.1% |
| 3Y | -99.9% | +230.5% | -330.4% | -99.9% |
| All | -99.9% | +231.8% | -331.6% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling