+144.6%
SPXL vs RBRK
+124.5%
+20.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.5% | +5.0% | +3.2% |
| 7D | -2.5% | -7.5% | +5.0% | -0.1% |
| 30D | -4.2% | -10.4% | +6.2% | -1.7% |
| 3M | +8.1% | +21.3% | -13.2% | -0.7% |
| 6M | +35.6% | +50.6% | -15.0% | +13.5% |
| YTD | +28.8% | +13.3% | +15.5% | +18.3% |
| 1Y | +39.8% | +11.2% | +28.6% | +27.4% |
| All | +144.6% | +124.5% | +20.1% | +63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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