+428.4%
DIS vs SPXL
+7,736.1%
-7,307.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.3% |
| 7D | -2.6% | +0.1% | -2.6% | -2.6% |
| 30D | +3.5% | -0.9% | +4.4% | +3.7% |
| 3M | +6.8% | +2.0% | +4.8% | +5.1% |
| 6M | +3.0% | +33.5% | -30.5% | -8.4% |
| YTD | -6.7% | +32.2% | -38.9% | -16.9% |
| 1Y | -10.1% | +48.9% | -59.0% | -23.7% |
| 3Y | +33.0% | +222.9% | -189.8% | -19.2% |
| 5Y | -40.0% | +140.7% | -180.7% | -62.4% |
| 10Y | +21.1% | +1,192.7% | -1,171.6% | -66.2% |
| All | +428.4% | +7,736.1% | -7,307.7% | -48.7% |
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