+25.0%
SPXL vs RRC
+36.3%
-11.3%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.2% |
| 7D | +7.4% | +6.4% | +1.1% | +8.1% |
| 30D | -7.8% | +23.9% | -31.7% | -4.4% |
| 3M | -11.9% | +30.2% | -42.1% | -7.6% |
| 6M | -1.7% | +26.3% | -28.0% | +3.3% |
| YTD | +20.8% | +48.1% | -27.3% | +25.3% |
| 1Y | +25.0% | +37.7% | -12.7% | +31.8% |
| All | +25.0% | +36.3% | -11.3% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 1y: compounded portfolio wealth divided by compounded RRC 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…
1y analysis · Full analysis span regression · 6 months rolling