+7,977.0%
SPXL vs RL
+941.1%
+7,035.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +5.8% | +1.2% | +2.0% |
| 7D | -0.9% | +0.2% | -1.1% | -0.6% |
| 30D | -11.4% | +7.3% | -18.7% | -16.3% |
| 3M | -10.8% | +1.0% | -11.9% | -11.9% |
| 6M | -0.3% | +11.8% | -12.1% | -12.0% |
| YTD | +20.3% | +13.6% | +6.7% | +3.8% |
| 1Y | +24.7% | +24.0% | +0.7% | -0.6% |
| 3Y | +238.6% | +256.6% | -18.0% | +2.8% |
| 5Y | +100.0% | +240.2% | -140.3% | -35.6% |
| 10Y | +1,108.4% | +373.0% | +735.5% | +148.8% |
| All | +7,977.0% | +941.1% | +7,035.9% | +386.5% |
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