+2,445.9%
SPXL vs RNG
+305.9%
+2,140.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.1% |
| 7D | -1.3% | -4.1% | +2.8% | +0.3% |
| 30D | -5.0% | +8.6% | -13.6% | -8.4% |
| 3M | +7.6% | +78.0% | -70.4% | -17.6% |
| 6M | +33.6% | +67.0% | -33.4% | +2.1% |
| YTD | +28.1% | +142.4% | -114.3% | -20.4% |
| 1Y | +43.6% | +120.4% | -76.8% | -7.5% |
| 3Y | +225.8% | +122.1% | +103.7% | +96.7% |
| 5Y | +140.1% | -69.8% | +209.9% | +202.2% |
| 10Y | +1,248.4% | +223.4% | +1,025.0% | +510.7% |
| All | +2,445.9% | +305.9% | +2,140.0% | +979.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling