+8,110.7%
SPXL vs DAR
+593.7%
+7,517.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -2.6% |
| 7D | +9.6% | +9.2% | +0.4% | +3.0% |
| 30D | -9.8% | -12.3% | +2.5% | -1.3% |
| 3M | -9.1% | -12.7% | +3.7% | -1.8% |
| 6M | +1.1% | -12.8% | +13.9% | +7.7% |
| YTD | +22.3% | +53.8% | -31.5% | -14.9% |
| 1Y | +20.3% | +60.3% | -40.0% | -19.1% |
| 3Y | +229.0% | +31.7% | +197.2% | +125.1% |
| 5Y | +103.6% | -27.7% | +131.3% | +114.0% |
| 10Y | +1,127.6% | +309.8% | +817.8% | +242.8% |
| All | +8,110.7% | +593.7% | +7,517.0% | +1,203.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling