+1,110.7%
SPXL vs RL
+337.1%
+773.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | -0.1% | -0.3% |
| 7D | +7.4% | +2.6% | +4.9% | +5.4% |
| 30D | -7.8% | +2.9% | -10.8% | -9.5% |
| 3M | -11.9% | 0.0% | -11.9% | -12.1% |
| 6M | -1.7% | +17.1% | -18.8% | -15.0% |
| YTD | +20.8% | +10.1% | +10.7% | +8.8% |
| 1Y | +25.0% | +17.3% | +7.7% | +6.7% |
| 3Y | +226.1% | +249.3% | -23.2% | +15.0% |
| 5Y | +101.1% | +240.9% | -139.8% | -26.6% |
| All | +1,110.7% | +337.1% | +773.6% | +282.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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