+8,623.5%
SPXL vs RIO
+608.3%
+8,015.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -2.1% |
| 7D | +1.5% | +1.9% | -0.5% | -0.2% |
| 30D | -3.7% | +5.0% | -8.6% | -7.9% |
| 3M | +8.1% | +5.1% | +3.0% | +3.0% |
| 6M | +39.0% | +17.6% | +21.4% | +20.3% |
| YTD | +29.9% | +36.3% | -6.4% | -1.8% |
| 1Y | +46.6% | +71.2% | -24.6% | -8.9% |
| 3Y | +230.5% | +102.7% | +127.8% | +77.1% |
| 5Y | +140.2% | +99.6% | +40.6% | +26.7% |
| 10Y | +1,168.8% | +603.1% | +565.6% | +161.5% |
| All | +8,623.5% | +608.3% | +8,015.1% | +1,583.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling