+205.1%
ROL vs SPXL
+1,239.4%
-1,034.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.4% |
| 7D | -3.2% | -6.0% | +2.8% | -1.9% |
| 30D | -6.6% | -5.8% | -0.8% | -5.5% |
| 3M | -27.3% | +10.9% | -38.2% | -29.2% |
| 6M | -38.1% | +31.9% | -70.0% | -42.3% |
| YTD | -41.8% | +25.8% | -67.5% | -45.3% |
| 1Y | -37.8% | +39.8% | -77.6% | -43.2% |
| 3Y | -0.3% | +219.9% | -220.2% | -28.6% |
| 5Y | -5.1% | +141.1% | -146.1% | -31.7% |
| All | +205.1% | +1,239.4% | -1,034.3% | +20.2% |
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