+58.3%
DIA vs SPXL
+220.2%
-161.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.4% |
| 7D | -1.2% | -1.3% | +0.1% | -0.9% |
| 30D | -2.7% | -5.0% | +2.3% | -1.4% |
| 3M | +3.3% | +7.6% | -4.3% | +0.9% |
| 6M | +10.4% | +33.6% | -23.2% | +1.2% |
| YTD | +10.0% | +28.1% | -18.1% | +1.7% |
| 1Y | +16.2% | +43.6% | -27.5% | +3.8% |
| All | +58.3% | +220.2% | -161.8% | +10.2% |
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