+213.8%
SPXL vs RNG
+120.1%
+93.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -1.0% | -1.6% |
| 7D | -6.0% | -9.6% | +3.6% | -3.4% |
| 30D | -5.8% | +8.8% | -14.6% | -8.1% |
| 3M | +10.9% | +78.6% | -67.8% | -7.9% |
| 6M | +31.9% | +70.3% | -38.4% | +9.0% |
| YTD | +25.8% | +140.3% | -114.6% | -11.7% |
| 1Y | +39.8% | +126.6% | -86.8% | -0.1% |
| All | +213.8% | +120.1% | +93.6% | +113.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 3y: compounded portfolio wealth divided by compounded RNG 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…
3y analysis · Full analysis span regression · 6 months rolling