+141.1%
SPXL vs RIO
+90.3%
+50.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.2% | +2.4% | +1.4% |
| 7D | -6.0% | -3.4% | -2.6% | -3.6% |
| 30D | -5.8% | +0.6% | -6.4% | -6.6% |
| 3M | +10.9% | +2.5% | +8.3% | +8.0% |
| 6M | +31.9% | +10.8% | +21.1% | +20.9% |
| YTD | +25.8% | +30.5% | -4.7% | +0.3% |
| 1Y | +39.8% | +68.1% | -28.4% | -9.2% |
| 3Y | +219.9% | +94.0% | +125.8% | +83.6% |
| 5Y | +141.1% | +92.0% | +49.1% | +43.7% |
| All | +141.1% | +90.3% | +50.8% | +43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling