-91.1%
RIG vs SPXL
+7,495.8%
-7,586.9%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.6% | -0.2% |
| 7D | -8.2% | -1.3% | -6.9% | -7.7% |
| 30D | -0.2% | -5.0% | +4.8% | +2.2% |
| 3M | -2.7% | +7.6% | -10.3% | -7.7% |
| 6M | -7.5% | +33.6% | -41.1% | -22.7% |
| YTD | +38.3% | +28.1% | +10.2% | +17.8% |
| 1Y | +81.8% | +43.6% | +38.2% | +45.9% |
| 3Y | -30.2% | +225.8% | -256.0% | -65.0% |
| 5Y | +59.9% | +140.1% | -80.1% | -16.2% |
| 10Y | -41.9% | +1,248.4% | -1,290.3% | -87.8% |
| All | -91.1% | +7,495.8% | -7,586.9% | -99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling