+101.0%
SPXL vs DRI
+78.6%
+22.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.5% |
| 7D | +7.4% | +1.1% | +6.4% | +6.6% |
| 30D | -7.8% | +9.7% | -17.5% | -14.9% |
| 3M | -11.9% | +3.2% | -15.1% | -15.1% |
| 6M | -1.7% | +20.6% | -22.3% | -19.5% |
| YTD | +20.8% | +28.3% | -7.4% | -9.1% |
| 1Y | +25.0% | +34.5% | -9.5% | -10.8% |
| 3Y | +226.1% | +66.5% | +159.6% | +72.3% |
| All | +101.0% | +78.6% | +22.3% | -5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling