+471.5%
DUK vs SPXL
+7,495.8%
-7,024.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.8% | -0.4% |
| 7D | -0.1% | -1.3% | +1.2% | +0.1% |
| 30D | +0.2% | -5.0% | +5.2% | +1.0% |
| 3M | -1.9% | +7.6% | -9.5% | -3.4% |
| 6M | -6.5% | +33.6% | -40.1% | -11.5% |
| YTD | +5.4% | +28.1% | -22.7% | +0.2% |
| 1Y | +3.6% | +43.6% | -40.1% | -3.8% |
| 3Y | +48.1% | +225.8% | -177.7% | +14.8% |
| 5Y | +39.6% | +140.1% | -100.5% | +8.0% |
| 10Y | +131.8% | +1,248.4% | -1,116.6% | +18.7% |
| All | +471.5% | +7,495.8% | -7,024.4% | +80.9% |
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