+9.7%
DLR vs SPXL
+38.9%
-29.3%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.1% | -1.5% |
| 7D | -1.3% | -6.0% | +4.7% | +0.3% |
| 30D | -2.9% | -5.8% | +2.9% | -1.4% |
| 3M | +3.2% | +10.9% | -7.6% | 0.0% |
| 6M | +3.9% | +31.9% | -28.0% | -4.6% |
| YTD | +21.4% | +25.8% | -4.3% | +12.4% |
| 1Y | +9.7% | +39.8% | -30.1% | -2.6% |
| All | +9.7% | +38.9% | -29.3% | -2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling