+181.2%
DLR vs SPXL
+1,102.8%
-921.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.6% |
| 7D | +3.3% | +7.4% | -4.1% | +1.3% |
| 30D | +4.6% | -7.8% | +12.4% | +6.7% |
| 3M | -8.3% | -11.9% | +3.7% | -5.3% |
| 6M | -5.6% | -1.7% | -3.9% | -5.9% |
| YTD | +18.7% | +20.8% | -2.1% | +11.2% |
| 1Y | +17.1% | +25.0% | -7.9% | +8.5% |
| 3Y | +54.4% | +226.1% | -171.8% | +6.1% |
| 5Y | +36.5% | +101.1% | -64.6% | -0.4% |
| All | +181.2% | +1,102.8% | -921.7% | +4.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling