+220.7%
ROL vs SPXL
+1,102.8%
-882.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +2.8% |
| 7D | +3.0% | +7.4% | -4.5% | +1.4% |
| 30D | +19.8% | -7.8% | +27.6% | +21.3% |
| 3M | +7.9% | -11.9% | +19.8% | +10.1% |
| 6M | -25.6% | -1.7% | -23.9% | -26.4% |
| YTD | -34.1% | +20.8% | -55.0% | -38.0% |
| 1Y | -31.4% | +25.0% | -56.4% | -36.0% |
| 3Y | +4.7% | +226.1% | -221.5% | -25.6% |
| 5Y | +15.6% | +101.1% | -85.5% | -13.4% |
| All | +220.7% | +1,102.8% | -882.1% | +26.9% |
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 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