+30.1%
ROK vs SPXL
+99.3%
-69.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.1% |
| 7D | +7.1% | +7.4% | -0.4% | +3.9% |
| 30D | -5.0% | -7.8% | +2.9% | -1.6% |
| 3M | -9.4% | -11.9% | +2.6% | -4.7% |
| 6M | -11.0% | -1.7% | -9.3% | -10.9% |
| YTD | +4.4% | +20.8% | -16.4% | -4.1% |
| 1Y | +7.4% | +25.0% | -17.6% | -2.8% |
| 3Y | +61.0% | +226.1% | -165.2% | -3.8% |
| All | +30.1% | +99.3% | -69.1% | -16.0% |
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 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