+59.4%
RBLX vs SPXL
+221.9%
-162.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | +0.3% |
| 7D | +5.1% | -2.5% | +7.6% | +6.2% |
| 30D | +28.0% | -4.2% | +32.3% | +30.3% |
| 3M | +4.6% | +8.1% | -3.5% | +0.6% |
| 6M | -24.7% | +35.6% | -60.3% | -35.0% |
| YTD | -43.8% | +28.8% | -72.6% | -50.3% |
| 1Y | -65.8% | +39.8% | -105.6% | -70.8% |
| 3Y | +59.4% | +221.4% | -162.0% | -15.8% |
| All | +59.4% | +221.9% | -162.6% | -15.8% |
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 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