+230.5%
SPXL vs DRI
+56.7%
+173.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.2% | -0.7% |
| 7D | +1.5% | -1.2% | +2.7% | +2.1% |
| 30D | -3.7% | -0.4% | -3.3% | -3.8% |
| 3M | +8.1% | +9.5% | -1.4% | +1.4% |
| 6M | +39.0% | +6.5% | +32.6% | +32.1% |
| YTD | +29.9% | +18.4% | +11.5% | +14.0% |
| 1Y | +46.6% | +4.2% | +42.4% | +39.6% |
| 3Y | +230.5% | +57.1% | +173.4% | +135.7% |
| All | +230.5% | +56.7% | +173.8% | +135.7% |
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