+101.0%
SPXL vs DAR
-27.0%
+127.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.4% | -1.8% |
| 7D | +7.4% | +11.6% | -4.1% | +1.6% |
| 30D | -7.8% | -10.2% | +2.4% | -2.8% |
| 3M | -11.9% | -14.8% | +2.9% | -5.6% |
| 6M | -1.7% | -10.1% | +8.3% | +1.5% |
| YTD | +20.8% | +55.5% | -34.7% | -9.5% |
| 1Y | +25.0% | +61.7% | -36.7% | -8.7% |
| 3Y | +226.1% | +37.2% | +189.0% | +137.0% |
| All | +101.0% | -27.0% | +127.9% | +140.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling