+8,499.7%
SPXL vs RRX
+511.7%
+7,988.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | +1.2% |
| 7D | -1.3% | -0.7% | -0.6% | -0.6% |
| 30D | -5.0% | -8.0% | +3.0% | +3.0% |
| 3M | +7.6% | -25.1% | +32.6% | +36.7% |
| 6M | +33.6% | -18.3% | +51.9% | +48.1% |
| YTD | +28.1% | +14.2% | +13.9% | -6.1% |
| 1Y | +43.6% | +13.0% | +30.6% | +3.6% |
| 3Y | +225.8% | +4.2% | +221.6% | +116.3% |
| 5Y | +140.1% | +17.9% | +122.2% | +36.8% |
| 10Y | +1,248.4% | +220.4% | +1,028.0% | +132.6% |
| All | +8,499.7% | +511.7% | +7,988.0% | +398.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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