+485.8%
DIS vs SPXL
+6,567.8%
-6,082.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.7% |
| 7D | +5.2% | -8.7% | +14.0% | +8.2% |
| 30D | +11.5% | -16.9% | +28.3% | +18.2% |
| 3M | +11.5% | -15.2% | +26.7% | +17.1% |
| 6M | +8.9% | -5.5% | +14.4% | +9.1% |
| YTD | +3.4% | +12.4% | -9.0% | -3.3% |
| 1Y | +7.2% | +16.9% | -9.7% | -1.3% |
| 3Y | +43.3% | +211.8% | -168.5% | -12.3% |
| 5Y | -31.4% | +85.6% | -117.1% | -53.2% |
| 10Y | +37.1% | +1,159.4% | -1,122.3% | -61.7% |
| All | +485.8% | +6,567.8% | -6,082.0% | -40.3% |
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