-34.5%
RBLX vs SPXL
+266.4%
-301.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | 0.0% |
| 7D | +5.1% | -2.5% | +7.6% | +6.5% |
| 30D | +28.0% | -4.2% | +32.3% | +31.0% |
| 3M | +4.6% | +8.1% | -3.5% | -0.9% |
| 6M | -24.7% | +35.6% | -60.3% | -38.4% |
| YTD | -43.8% | +28.8% | -72.6% | -52.5% |
| 1Y | -65.8% | +39.8% | -105.6% | -72.6% |
| 3Y | +59.4% | +221.4% | -162.0% | -33.3% |
| 5Y | -48.2% | +146.9% | -195.2% | -75.4% |
| All | -34.5% | +266.4% | -301.0% | -80.4% |
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