+12.3%
RDW vs SPXL
+34.8%
-22.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.4% | -4.7% | -5.4% |
| 7D | +0.9% | -2.5% | +3.4% | +4.0% |
| 30D | -21.3% | -4.2% | -17.0% | -17.1% |
| 3M | -37.9% | +8.1% | -46.0% | -44.6% |
| 6M | +12.3% | +35.6% | -23.3% | -13.2% |
| All | +12.3% | +34.8% | -22.6% | -13.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling