+8,196.4%
SPXL vs RL
+929.4%
+7,267.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.4% | +5.3% | +5.1% |
| 7D | -3.8% | -4.4% | +0.6% | +0.4% |
| 30D | -8.8% | +5.6% | -14.4% | -12.7% |
| 3M | -7.4% | -0.6% | -6.8% | -7.2% |
| 6M | +1.8% | +15.5% | -13.7% | -12.6% |
| YTD | +23.6% | +12.3% | +11.2% | +7.6% |
| 1Y | +21.7% | +19.3% | +2.4% | +0.2% |
| 3Y | +232.4% | +255.5% | -23.1% | +1.1% |
| 5Y | +110.4% | +247.1% | -136.6% | -33.5% |
| 10Y | +1,140.4% | +346.0% | +794.3% | +170.3% |
| All | +8,196.4% | +929.4% | +7,267.0% | +404.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling