+155.9%
SPXL vs DUOL
-1.5%
+157.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.9% | +3.5% | 0.0% |
| 7D | -1.3% | -11.8% | +10.5% | +2.3% |
| 30D | -5.0% | +1.5% | -6.5% | -5.9% |
| 3M | +7.6% | +18.1% | -10.6% | +0.4% |
| 6M | +33.6% | +38.7% | -5.1% | +17.3% |
| YTD | +28.1% | -20.7% | +48.8% | +32.0% |
| 1Y | +43.6% | -49.1% | +92.7% | +65.8% |
| 3Y | +225.8% | -11.0% | +236.9% | +193.8% |
| 5Y | +140.1% | -18.0% | +158.0% | +77.6% |
| All | +155.9% | -1.5% | +157.4% | +87.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling