-6.3%
JD vs SPXL
+231.8%
-238.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.6% |
| 7D | -0.8% | +1.5% | -2.2% | -1.2% |
| 30D | -16.0% | -3.7% | -12.4% | -15.2% |
| 3M | -3.2% | +8.1% | -11.3% | -6.0% |
| 6M | +6.1% | +39.0% | -33.0% | -5.1% |
| YTD | -0.1% | +29.9% | -30.1% | -8.9% |
| 1Y | -12.7% | +46.6% | -59.3% | -23.4% |
| 3Y | -6.3% | +230.5% | -236.8% | -42.6% |
| All | -6.3% | +231.8% | -238.1% | -42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling