+8,623.5%
SPXL vs DD
+343.9%
+8,279.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.5% |
| 7D | +1.5% | -0.6% | +2.1% | +2.0% |
| 30D | -3.7% | -7.4% | +3.7% | +4.3% |
| 3M | +8.1% | -6.4% | +14.5% | +15.5% |
| 6M | +39.0% | -2.5% | +41.5% | +40.7% |
| YTD | +29.9% | +10.2% | +19.7% | +13.8% |
| 1Y | +46.6% | +36.9% | +9.7% | -0.2% |
| 3Y | +230.5% | +47.0% | +183.5% | +104.7% |
| 5Y | +140.2% | +63.1% | +77.0% | +41.3% |
| 10Y | +1,168.8% | +68.2% | +1,100.6% | +637.7% |
| All | +8,623.5% | +343.9% | +8,279.5% | +3,090.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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