+497.7%
DIS vs SPXL
+7,034.2%
-6,536.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.0% | -5.0% | -0.4% |
| 7D | +5.3% | -0.9% | +6.2% | +5.2% |
| 30D | +10.2% | -11.4% | +21.6% | +14.2% |
| 3M | +13.5% | -10.8% | +24.4% | +17.1% |
| 6M | +11.1% | -0.3% | +11.4% | +9.2% |
| YTD | +5.5% | +20.3% | -14.8% | -3.7% |
| 1Y | +9.1% | +24.7% | -15.6% | -1.9% |
| 3Y | +36.0% | +238.6% | -202.6% | -19.2% |
| 5Y | -29.8% | +100.0% | -129.8% | -53.3% |
| 10Y | +36.6% | +1,108.4% | -1,071.8% | -61.2% |
| All | +497.7% | +7,034.2% | -6,536.5% | -40.5% |
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