+1,199.1%
SPXL vs RIO
+608.6%
+590.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.9% | +1.9% |
| 7D | -2.5% | -3.2% | +0.7% | +0.4% |
| 30D | -4.2% | +0.9% | -5.2% | -5.6% |
| 3M | +8.1% | -1.4% | +9.5% | +8.5% |
| 6M | +35.6% | +10.9% | +24.7% | +21.2% |
| YTD | +28.8% | +31.2% | -2.4% | -3.6% |
| 1Y | +39.8% | +67.9% | -28.1% | -18.1% |
| 3Y | +221.4% | +88.8% | +132.6% | +64.8% |
| 5Y | +146.9% | +93.1% | +53.8% | +17.5% |
| All | +1,199.1% | +608.6% | +590.4% | +132.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 10y: compounded portfolio wealth divided by compounded RIO 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…
10y analysis · Full analysis span regression · 6 months rolling