+2,029.8%
ROK vs SPXL
+7,063.6%
-5,033.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.1% |
| 7D | +7.1% | +7.4% | -0.4% | +3.7% |
| 30D | -5.0% | -7.8% | +2.9% | -1.4% |
| 3M | -9.4% | -11.9% | +2.6% | -4.3% |
| 6M | -11.0% | -1.7% | -9.3% | -11.0% |
| YTD | +4.4% | +20.8% | -16.4% | -5.0% |
| 1Y | +7.4% | +25.0% | -17.6% | -3.9% |
| 3Y | +61.0% | +226.1% | -165.2% | -10.3% |
| 5Y | +30.4% | +101.1% | -70.7% | -19.0% |
| 10Y | +264.8% | +1,112.6% | -847.8% | -23.7% |
| All | +2,029.8% | +7,063.6% | -5,033.8% | +20.9% |
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