+1,168.3%
SPXL vs DRI
+348.7%
+819.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.1% |
| 7D | -6.0% | -4.8% | -1.2% | -2.3% |
| 30D | -5.8% | -5.2% | -0.6% | -2.2% |
| 3M | +10.9% | +2.7% | +8.1% | +6.9% |
| 6M | +31.9% | +3.6% | +28.3% | +25.3% |
| YTD | +25.8% | +15.4% | +10.3% | +8.3% |
| 1Y | +39.8% | +1.3% | +38.5% | +32.3% |
| 3Y | +219.9% | +53.1% | +166.7% | +113.4% |
| 5Y | +141.1% | +64.6% | +76.5% | +58.0% |
| All | +1,168.3% | +348.7% | +819.6% | +406.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded DRI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling