+759.7%
DIA vs SPXL
+7,736.1%
-6,976.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.2% |
| 7D | -0.2% | +0.1% | -0.2% | -0.2% |
| 30D | -1.5% | -0.9% | -0.7% | -1.3% |
| 3M | +3.8% | +2.0% | +1.7% | +2.6% |
| 6M | +10.3% | +33.5% | -23.3% | -0.1% |
| YTD | +12.1% | +32.2% | -20.1% | +1.7% |
| 1Y | +18.6% | +48.9% | -30.2% | +3.2% |
| 3Y | +60.6% | +222.9% | -162.2% | +4.5% |
| 5Y | +64.4% | +140.7% | -76.3% | +8.0% |
| 10Y | +250.1% | +1,192.7% | -942.6% | +15.6% |
| All | +759.7% | +7,736.1% | -6,976.4% | +23.4% |
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