+25.0%
SPXL vs RBA
-5.8%
+30.8%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.2% | -1.5% |
| 7D | +7.4% | +1.7% | +5.7% | +6.8% |
| 30D | -7.8% | +8.3% | -16.2% | -10.2% |
| 3M | -11.9% | +10.5% | -22.5% | -14.9% |
| 6M | -1.7% | -5.9% | +4.1% | -1.8% |
| YTD | +20.8% | -6.9% | +27.7% | +16.0% |
| 1Y | +25.0% | -4.9% | +29.9% | +17.8% |
| All | +25.0% | -5.8% | +30.8% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 1y: compounded portfolio wealth divided by compounded RBA 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…
1y analysis · Full analysis span regression · 6 months rolling