+7,940.1%
SPXL vs DG
+606.1%
+7,334.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -2.0% |
| 7D | +0.1% | +8.4% | -8.3% | -4.2% |
| 30D | -0.9% | +4.9% | -5.8% | -3.6% |
| 3M | +2.0% | +29.3% | -27.3% | -11.9% |
| 6M | +33.5% | -11.3% | +44.8% | +39.8% |
| YTD | +32.2% | +1.8% | +30.4% | +27.9% |
| 1Y | +48.9% | +25.3% | +23.6% | +26.3% |
| 3Y | +222.9% | +9.1% | +213.8% | +155.5% |
| 5Y | +140.7% | -34.9% | +175.6% | +173.4% |
| 10Y | +1,192.7% | +108.2% | +1,084.5% | +622.8% |
| All | +7,940.1% | +606.1% | +7,334.0% | +1,764.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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