+141.1%
SPXL vs DBX
+8.4%
+132.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.2% | -2.8% |
| 7D | -6.0% | -1.8% | -4.2% | -4.8% |
| 30D | -5.8% | +2.8% | -8.6% | -8.2% |
| 3M | +10.9% | +26.8% | -15.9% | -9.3% |
| 6M | +31.9% | +32.8% | -0.9% | +0.2% |
| YTD | +25.8% | +26.1% | -0.3% | -0.6% |
| 1Y | +39.8% | +14.1% | +25.6% | +18.7% |
| 3Y | +219.9% | +25.7% | +194.1% | +126.6% |
| 5Y | +141.1% | +11.2% | +129.9% | +68.8% |
| All | +141.1% | +8.4% | +132.6% | +68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling