+114.1%
DT vs SPXL
+455.1%
-341.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -1.7% |
| 7D | -1.6% | -2.5% | +0.9% | -0.6% |
| 30D | +3.0% | -4.2% | +7.3% | +4.8% |
| 3M | +26.5% | +8.1% | +18.4% | +21.8% |
| 6M | +35.9% | +35.6% | +0.3% | +17.8% |
| YTD | +17.8% | +28.8% | -11.0% | +4.0% |
| 1Y | +4.1% | +39.8% | -35.8% | -11.9% |
| 3Y | +5.3% | +221.4% | -216.1% | -41.4% |
| 5Y | -27.2% | +146.9% | -174.1% | -57.4% |
| All | +114.1% | +455.1% | -341.0% | -20.0% |
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