+8,771.7%
SPXL vs RBA
+500.7%
+8,271.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.5% |
| 7D | +0.1% | -2.9% | +3.0% | +2.4% |
| 30D | -0.9% | -12.3% | +11.4% | +9.3% |
| 3M | +2.0% | -20.5% | +22.6% | +19.0% |
| 6M | +33.5% | -18.5% | +52.1% | +52.3% |
| YTD | +32.2% | -18.2% | +50.4% | +48.7% |
| 1Y | +48.9% | -27.5% | +76.4% | +83.6% |
| 3Y | +222.9% | +38.1% | +184.8% | +133.9% |
| 5Y | +140.7% | +44.8% | +95.9% | +61.5% |
| 10Y | +1,192.7% | +187.1% | +1,005.5% | +395.2% |
| All | +8,771.7% | +500.7% | +8,271.0% | +1,393.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling