+16.4%
JD vs SPXL
+1,239.4%
-1,223.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.7% |
| 7D | -2.6% | -6.0% | +3.4% | -0.5% |
| 30D | -15.4% | -5.8% | -9.6% | -13.7% |
| 3M | -5.0% | +10.9% | -15.9% | -9.2% |
| 6M | +0.9% | +31.9% | -31.0% | -9.9% |
| YTD | -2.5% | +25.8% | -28.2% | -11.7% |
| 1Y | -16.0% | +39.8% | -55.8% | -27.0% |
| 3Y | -8.5% | +219.9% | -228.4% | -44.9% |
| 5Y | -61.8% | +141.1% | -202.8% | -76.2% |
| All | +16.4% | +1,239.4% | -1,223.0% | -67.9% |
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 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