+1,470.0%
ROL vs SPXL
+7,227.9%
-5,758.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.9% | -3.8% | -0.9% |
| 7D | +0.8% | -3.8% | +4.5% | +1.4% |
| 30D | +20.6% | -8.8% | +29.4% | +22.8% |
| 3M | +4.5% | -7.4% | +11.9% | +5.7% |
| 6M | -26.5% | +1.8% | -28.3% | -28.1% |
| YTD | -34.8% | +23.6% | -58.4% | -40.0% |
| 1Y | -33.2% | +21.7% | -54.9% | -38.4% |
| 3Y | +4.5% | +232.4% | -228.0% | -32.1% |
| 5Y | +15.5% | +110.4% | -94.9% | -21.2% |
| 10Y | +217.2% | +1,140.4% | -923.1% | +0.3% |
| All | +1,470.0% | +7,227.9% | -5,758.0% | +99.0% |
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 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