+1,192.0%
SPXL vs DRI
+352.8%
+839.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.1% |
| 7D | -1.3% | -4.8% | +3.5% | +2.6% |
| 30D | -5.0% | -3.9% | -1.1% | -2.5% |
| 3M | +7.6% | +5.1% | +2.5% | +1.8% |
| 6M | +33.6% | +5.5% | +28.1% | +25.1% |
| YTD | +28.1% | +16.5% | +11.6% | +9.6% |
| 1Y | +43.6% | +2.0% | +41.6% | +35.2% |
| 3Y | +225.8% | +54.5% | +171.3% | +115.9% |
| 5Y | +140.1% | +66.6% | +73.5% | +55.9% |
| All | +1,192.0% | +352.8% | +839.2% | +412.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling