+0.8%
ROL vs SPXL
+231.8%
-231.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.9% | -2.4% |
| 7D | -3.4% | +1.5% | -4.9% | -3.6% |
| 30D | -6.9% | -3.7% | -3.3% | -6.6% |
| 3M | -24.6% | +8.1% | -32.7% | -25.4% |
| 6M | -39.5% | +39.0% | -78.6% | -42.3% |
| YTD | -41.1% | +29.9% | -71.1% | -43.3% |
| 1Y | -37.9% | +46.6% | -84.5% | -41.4% |
| 3Y | +0.8% | +230.5% | -229.7% | -20.2% |
| All | +0.8% | +231.8% | -231.0% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling