+1,168.3%
SPXL vs DAR
+375.1%
+793.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -0.7% |
| 7D | -6.0% | +0.9% | -6.9% | -6.7% |
| 30D | -5.8% | +6.4% | -12.2% | -10.5% |
| 3M | +10.9% | +13.2% | -2.4% | -0.4% |
| 6M | +31.9% | +26.2% | +5.7% | +8.1% |
| YTD | +25.8% | +84.4% | -58.6% | -22.0% |
| 1Y | +39.8% | +112.0% | -72.3% | -23.4% |
| 3Y | +219.9% | +13.4% | +206.5% | +153.5% |
| 5Y | +141.1% | -6.0% | +147.1% | +115.3% |
| All | +1,168.3% | +375.1% | +793.2% | +176.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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