-35.9%
RBLX vs SPXL
+264.4%
-300.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | +0.2% |
| 7D | +8.0% | -1.3% | +9.3% | +8.7% |
| 30D | +20.2% | -5.0% | +25.2% | +23.6% |
| 3M | +3.5% | +7.6% | -4.0% | -1.6% |
| 6M | -28.9% | +33.6% | -62.5% | -41.3% |
| YTD | -45.1% | +28.1% | -73.2% | -53.4% |
| 1Y | -66.2% | +43.6% | -109.9% | -73.4% |
| 3Y | +53.5% | +225.8% | -172.4% | -36.5% |
| 5Y | -48.4% | +140.1% | -188.5% | -75.2% |
| All | -35.9% | +264.4% | -300.4% | -80.7% |
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