+54.3%
JD vs SPXL
+1,787.9%
-1,733.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.3% |
| 7D | -1.7% | +0.1% | -1.7% | -1.7% |
| 30D | -13.2% | -0.9% | -12.3% | -13.0% |
| 3M | -3.2% | +2.0% | -5.2% | -4.8% |
| 6M | +15.2% | +33.5% | -18.3% | +2.0% |
| YTD | +2.0% | +32.2% | -30.2% | -9.6% |
| 1Y | -5.4% | +48.9% | -54.3% | -20.0% |
| 3Y | -9.1% | +222.9% | -232.0% | -46.1% |
| 5Y | -59.6% | +140.7% | -200.3% | -75.2% |
| 10Y | +26.2% | +1,192.7% | -1,166.4% | -67.2% |
| All | +54.3% | +1,787.9% | -1,733.6% | -71.1% |
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