+179.4%
RCL vs SPXL
+231.8%
-52.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.6% |
| 7D | -0.5% | +1.5% | -1.9% | -1.3% |
| 30D | -17.3% | -3.7% | -13.7% | -15.7% |
| 3M | -2.8% | +8.1% | -10.9% | -7.3% |
| 6M | -4.4% | +39.0% | -43.4% | -20.4% |
| YTD | -4.2% | +29.9% | -34.1% | -17.6% |
| 1Y | -23.4% | +46.6% | -70.0% | -38.7% |
| 3Y | +179.4% | +230.5% | -51.1% | +42.3% |
| All | +179.4% | +231.8% | -52.4% | +42.3% |
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