+348.5%
ROK vs SPXL
+1,271.9%
-923.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.8% | +0.7% |
| 7D | -1.2% | -2.5% | +1.3% | -0.2% |
| 30D | -4.8% | -4.2% | -0.6% | -3.2% |
| 3M | -6.1% | +8.1% | -14.2% | -9.5% |
| 6M | +15.5% | +35.6% | -20.1% | +1.4% |
| YTD | +11.2% | +28.8% | -17.6% | -0.4% |
| 1Y | +23.8% | +39.8% | -16.0% | +7.0% |
| 3Y | +53.1% | +221.4% | -168.3% | -8.8% |
| 5Y | +48.3% | +146.9% | -98.6% | -10.1% |
| All | +348.5% | +1,271.9% | -923.3% | +1.6% |
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