+34.4%
JD vs SPXL
+1,100.0%
-1,065.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.1% |
| 7D | +5.2% | -2.9% | +8.1% | +5.5% |
| 30D | +4.5% | -12.4% | +16.9% | +8.4% |
| 3M | -15.4% | -11.8% | -3.6% | -12.7% |
| 6M | -6.0% | -1.4% | -4.6% | -7.7% |
| YTD | +2.2% | +19.0% | -16.8% | -6.8% |
| 1Y | -6.7% | +18.0% | -24.6% | -14.8% |
| 3Y | +20.5% | +220.0% | -199.5% | -28.1% |
| 5Y | -58.4% | +102.6% | -161.0% | -72.7% |
| All | +34.4% | +1,100.0% | -1,065.6% | -67.8% |
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