+8,499.7%
SPXL vs DVA
+595.9%
+7,903.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.1% | -2.6% |
| 7D | -1.3% | +2.0% | -3.3% | -2.7% |
| 30D | -5.0% | -0.4% | -4.6% | -4.9% |
| 3M | +7.6% | -7.7% | +15.2% | +10.5% |
| 6M | +33.6% | +20.0% | +13.6% | +8.4% |
| YTD | +28.1% | +61.1% | -33.0% | -22.0% |
| 1Y | +43.6% | +33.9% | +9.8% | +0.7% |
| 3Y | +225.8% | +91.5% | +134.3% | +49.1% |
| 5Y | +140.1% | +41.8% | +98.3% | +29.5% |
| 10Y | +1,248.4% | +187.5% | +1,060.9% | +213.1% |
| All | +8,499.7% | +595.9% | +7,903.8% | +499.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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