-6.1%
RDW vs SPXL
+141.8%
-147.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.4% | -4.7% | -4.1% |
| 7D | +0.9% | -2.5% | +3.4% | +2.6% |
| 30D | -21.3% | -4.2% | -17.0% | -18.9% |
| 3M | -37.9% | +8.1% | -46.0% | -41.1% |
| 6M | +12.3% | +35.6% | -23.3% | -6.9% |
| YTD | +39.7% | +28.8% | +10.9% | +21.7% |
| 1Y | +25.7% | +39.8% | -14.1% | +4.4% |
| 3Y | +230.8% | +221.4% | +9.5% | +70.6% |
| All | -6.1% | +141.8% | -147.9% | -44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling