+8,110.7%
SPXL vs DRI
+1,891.0%
+6,219.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -0.6% |
| 7D | +9.6% | -0.3% | +9.9% | +9.9% |
| 30D | -9.8% | +10.8% | -20.6% | -17.8% |
| 3M | -9.1% | +0.9% | -10.0% | -10.9% |
| 6M | +1.1% | +16.3% | -15.2% | -14.5% |
| YTD | +22.3% | +27.8% | -5.5% | -6.5% |
| 1Y | +20.3% | +33.9% | -13.6% | -12.2% |
| 3Y | +229.0% | +67.2% | +161.8% | +89.7% |
| 5Y | +103.6% | +79.0% | +24.6% | +15.7% |
| 10Y | +1,127.6% | +332.2% | +795.4% | +167.2% |
| All | +8,110.7% | +1,891.0% | +6,219.8% | +184.3% |
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