+292.7%
SPXL vs RVMD
+622.3%
-329.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.4% |
| 7D | -2.5% | -3.0% | +0.4% | -1.6% |
| 30D | -4.2% | -0.7% | -3.5% | -4.2% |
| 3M | +8.1% | +36.5% | -28.4% | -2.7% |
| 6M | +35.6% | +104.6% | -69.0% | +3.6% |
| YTD | +28.8% | +155.8% | -127.0% | -11.5% |
| 1Y | +39.8% | +340.7% | -300.9% | -21.3% |
| 3Y | +221.4% | +519.9% | -298.5% | +48.0% |
| 5Y | +146.9% | +584.9% | -438.0% | -2.9% |
| All | +292.7% | +622.3% | -329.6% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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