-0.9%
SPXL vs RL
+12.5%
-13.4%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +5.8% | +1.2% | +4.3% |
| 7D | -0.9% | +0.2% | -1.1% | -0.4% |
| 30D | -11.4% | +7.3% | -18.7% | -12.6% |
| 3M | -10.8% | +1.0% | -11.9% | -10.7% |
| All | -0.9% | +12.5% | -13.4% | -3.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling