+230.2%
SPXL vs DRI
+67.6%
+162.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.8% |
| 7D | +9.6% | -0.3% | +9.9% | +9.8% |
| 30D | -9.8% | +10.8% | -20.6% | -14.3% |
| 3M | -9.1% | +0.9% | -10.0% | -9.7% |
| 6M | +1.1% | +16.3% | -15.2% | -8.2% |
| YTD | +22.3% | +27.8% | -5.5% | +3.3% |
| 1Y | +20.3% | +33.9% | -13.6% | -1.8% |
| All | +230.2% | +67.6% | +162.6% | +141.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling