+270.4%
RCL vs SPXL
+230.1%
+40.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.4% |
| 7D | +8.5% | -2.9% | +11.4% | +9.6% |
| 30D | +20.4% | -12.4% | +32.8% | +28.2% |
| 3M | +11.0% | -11.8% | +22.8% | +17.4% |
| 6M | +24.9% | -1.4% | +26.3% | +23.7% |
| YTD | +23.9% | +19.0% | +4.9% | +10.6% |
| 1Y | +30.8% | +18.0% | +12.9% | +17.0% |
| 3Y | +270.4% | +220.0% | +50.4% | +107.8% |
| All | +270.4% | +230.1% | +40.3% | +107.8% |
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