+140.2%
SPXL vs DAR
-8.5%
+148.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.9% | -4.6% | -3.2% |
| 7D | +1.5% | -0.9% | +2.3% | +1.8% |
| 30D | -3.7% | +13.0% | -16.6% | -10.3% |
| 3M | +8.1% | +15.0% | -6.9% | -1.1% |
| 6M | +39.0% | +26.8% | +12.2% | +19.2% |
| YTD | +29.9% | +86.4% | -56.5% | -10.7% |
| 1Y | +46.6% | +115.1% | -68.5% | -8.7% |
| 3Y | +230.5% | +14.6% | +215.9% | +187.3% |
| 5Y | +140.2% | -8.8% | +148.9% | +138.1% |
| All | +140.2% | -8.5% | +148.7% | +138.1% |
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