+333.1%
RCL vs SPXL
+1,271.9%
-938.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | -0.9% |
| 7D | -1.9% | -2.5% | +0.6% | -0.5% |
| 30D | -15.5% | -4.2% | -11.3% | -13.6% |
| 3M | -9.7% | +8.1% | -17.8% | -14.1% |
| 6M | -8.7% | +35.6% | -44.3% | -23.5% |
| YTD | -5.8% | +28.8% | -34.6% | -19.0% |
| 1Y | -24.5% | +39.8% | -64.3% | -38.5% |
| 3Y | +173.9% | +221.4% | -47.5% | +32.5% |
| 5Y | +228.0% | +146.9% | +81.1% | +68.7% |
| All | +333.1% | +1,271.9% | -938.8% | -7.6% |
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