+3,568.3%
ROST vs SPXL
+7,605.2%
-4,036.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.1% |
| 7D | +0.2% | +1.5% | -1.2% | -0.2% |
| 30D | -10.0% | -3.7% | -6.3% | -9.0% |
| 3M | +1.2% | +8.1% | -6.9% | -1.8% |
| 6M | +8.9% | +39.0% | -30.1% | -2.8% |
| YTD | +28.1% | +29.9% | -1.9% | +16.3% |
| 1Y | +53.0% | +46.6% | +6.4% | +33.2% |
| 3Y | +97.9% | +230.5% | -132.7% | +26.4% |
| 5Y | +112.0% | +140.2% | -28.2% | +40.2% |
| 10Y | +303.0% | +1,168.8% | -865.8% | +44.5% |
| All | +3,568.3% | +7,605.2% | -4,036.9% | +536.9% |
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