+331.9%
RCL vs SPXL
+1,102.8%
-770.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +1.1% |
| 7D | -1.2% | +7.4% | -8.6% | -5.2% |
| 30D | +17.8% | -7.8% | +25.7% | +22.2% |
| 3M | +4.9% | -11.9% | +16.9% | +11.3% |
| 6M | +23.7% | -1.7% | +25.5% | +22.7% |
| YTD | +17.8% | +20.8% | -3.0% | +3.8% |
| 1Y | +28.9% | +25.0% | +3.9% | +11.1% |
| 3Y | +241.9% | +226.1% | +15.7% | +62.5% |
| 5Y | +295.4% | +101.1% | +194.3% | +126.3% |
| All | +331.9% | +1,102.8% | -770.9% | -14.8% |
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 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