+8,771.7%
SPXL vs DRI
+1,779.4%
+6,992.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.7% |
| 7D | +0.1% | +0.6% | -0.5% | -0.5% |
| 30D | -0.9% | +3.8% | -4.7% | -4.7% |
| 3M | +2.0% | +13.0% | -11.0% | -10.5% |
| 6M | +33.5% | +8.3% | +25.2% | +20.8% |
| YTD | +32.2% | +20.6% | +11.5% | +7.2% |
| 1Y | +48.9% | +6.5% | +42.4% | +33.3% |
| 3Y | +222.9% | +53.7% | +169.1% | +102.1% |
| 5Y | +140.7% | +72.7% | +68.0% | +41.5% |
| 10Y | +1,192.7% | +363.2% | +829.5% | +160.2% |
| All | +8,771.7% | +1,779.4% | +6,992.3% | +225.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling