+671.6%
SPXL vs DBX
+22.6%
+648.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +1.0% | +1.4% |
| 7D | -2.5% | +2.1% | -4.6% | -4.0% |
| 30D | -4.2% | +5.7% | -10.0% | -8.2% |
| 3M | +8.1% | +31.8% | -23.7% | -12.4% |
| 6M | +35.6% | +37.5% | -1.9% | +3.2% |
| YTD | +28.8% | +27.9% | +0.9% | +2.9% |
| 1Y | +39.8% | +15.0% | +24.8% | +19.3% |
| 3Y | +221.4% | +27.2% | +194.2% | +143.7% |
| 5Y | +146.9% | +12.8% | +134.1% | +105.8% |
| All | +671.6% | +22.6% | +648.9% | +376.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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