+141.1%
SPXL vs DUOL
-15.6%
+156.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.3% | -6.1% | -3.1% |
| 7D | -6.0% | -8.6% | +2.6% | -3.6% |
| 30D | -5.8% | +7.2% | -13.0% | -8.3% |
| 3M | +10.9% | +19.1% | -8.2% | +3.1% |
| 6M | +31.9% | +52.5% | -20.6% | +12.1% |
| YTD | +25.8% | -17.3% | +43.0% | +28.0% |
| 1Y | +39.8% | -49.2% | +89.0% | +62.3% |
| 3Y | +219.9% | -7.3% | +227.1% | +182.4% |
| 5Y | +141.1% | -16.3% | +157.4% | +72.5% |
| All | +141.1% | -15.6% | +156.7% | +72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 DUOL 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