+1,248.4%
SPXL vs RL
+297.6%
+950.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | +1.1% |
| 7D | -1.3% | -0.3% | -1.0% | -1.2% |
| 30D | -5.0% | -17.5% | +12.5% | +9.7% |
| 3M | +7.6% | -14.0% | +21.6% | +19.6% |
| 6M | +33.6% | -2.0% | +35.6% | +31.9% |
| YTD | +28.1% | -4.6% | +32.7% | +28.6% |
| 1Y | +43.6% | +9.5% | +34.1% | +28.9% |
| 3Y | +225.8% | +200.5% | +25.4% | +29.0% |
| 5Y | +140.1% | +226.3% | -86.2% | -9.8% |
| 10Y | +1,248.4% | +304.8% | +943.6% | +346.0% |
| All | +1,248.4% | +297.6% | +950.8% | +346.0% |
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