+230.8%
RDW vs SPXL
+221.9%
+8.9%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.4% | -4.7% | -4.6% |
| 7D | +0.9% | -2.5% | +3.4% | +3.1% |
| 30D | -21.3% | -4.2% | -17.0% | -18.2% |
| 3M | -37.9% | +8.1% | -46.0% | -42.3% |
| 6M | +12.3% | +35.6% | -23.3% | -12.6% |
| YTD | +39.7% | +28.8% | +10.9% | +15.7% |
| 1Y | +25.7% | +39.8% | -14.1% | -2.4% |
| 3Y | +230.8% | +221.4% | +9.5% | +59.5% |
| All | +230.8% | +221.9% | +8.9% | +59.5% |
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