-27.1%
RKT vs SPXL
+472.1%
-499.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -1.2% |
| 7D | -6.3% | -2.5% | -3.7% | -5.1% |
| 30D | -6.2% | -4.2% | -2.0% | -4.1% |
| 3M | -1.9% | +8.1% | -10.0% | -5.2% |
| 6M | -13.0% | +35.6% | -48.6% | -24.0% |
| YTD | -31.9% | +28.8% | -60.7% | -39.2% |
| 1Y | -37.6% | +39.8% | -77.4% | -46.4% |
| 3Y | +36.8% | +221.4% | -184.6% | -26.8% |
| 5Y | -9.7% | +146.9% | -156.7% | -50.1% |
| All | -27.1% | +472.1% | -499.2% | -76.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling