Ray Dalio All Weather Portfolio 2x Leveraged vs Tyler Golden Butterfly Portfolio Portfolio Comparison

Simulation Settings

Period: March 2010 - April 2026 (~16 years)
Consolidated Returns as of 30 April 2026

Initial Amount: 1$

Rebalancing: at every Jan 1^st

Currency: USD

Inflation: US

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Results

All Data
(2010/03 - 2026/04)

Inflation Adjusted:

Ray Dalio All Weather Portfolio 2x Leveraged

1.00$
Invested Capital
March 2010
6.14$
Final Capital
April 2026
11.88%
Yearly Return
15.94%
Std Deviation
-37.02%
Max Drawdown
46months
Recovery Period

1.00$
Invested Capital
March 2010
4.01$
Final Capital
April 2026
8.98%
Yearly Return
15.94%
Std Deviation
-42.49%
Max Drawdown
52months*
Recovery Period
* in progress

Tyler Golden Butterfly Portfolio

1.00$
Invested Capital
March 2010
3.56$
Final Capital
April 2026
8.17%
Yearly Return
8.01%
Std Deviation
-17.79%
Max Drawdown
30months
Recovery Period

1.00$
Invested Capital
March 2010
2.33$
Final Capital
April 2026
5.36%
Yearly Return
8.01%
Std Deviation
-23.47%
Max Drawdown
51months
Recovery Period

As of April 2026, over the analyzed timeframe, the Ray Dalio All Weather Portfolio 2x Leveraged obtained a 11.88% compound annual return, with a 15.94% standard deviation. It suffered a maximum drawdown of -37.02% that required 46 months to be recovered.

As of April 2026, over the analyzed timeframe, the Tyler Golden Butterfly Portfolio obtained a 8.17% compound annual return, with a 8.01% standard deviation. It suffered a maximum drawdown of -17.79% that required 30 months to be recovered.

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Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information. The authors of the website are not affiliated with the portfolio creators, who are the sole owners of their intellectual property. The translation of asset allocations into ETFs is based on the interpretation of LazyPortfolioETF.com and may not exactly reflect the original intent of the portfolio creators. Content is for informational, educational, illustrative, and entertainment purposes only.

Resources & Extras

Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

Ray Dalio All Weather Portfolio 2x Leveraged

Weight (%)	Ticker	Name
30.00	SSO	ProShares Ultra S&P 500
7.50	DIG	ProShares Ultra Oil & Gas
40.00	UBT	ProShares Ultra 20+ Year Treasury
15.00	UST	ProShares Ultra 7-10 Year Treasury
7.50	UGL	ProShares Ultra Gold

Tyler Golden Butterfly Portfolio

Weight (%)	Ticker	Name
20.00	IJS	iShares S&P Small-Cap 600 Value
20.00	VTI	Vanguard Total Stock Market
20.00	SHY	iShares 1-3 Year Treasury Bond
20.00	TLT	iShares 20+ Year Treasury Bond
20.00	GLD	SPDR Gold Trust

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Portfolio Returns as of Apr 30, 2026

Returns are calculated in USD, assuming:

no fees or capital gain taxes.
rebalancing: at every Jan 1^st.
dividend reinvestment, when applicable.

Return Comparison

Capital Growth

All Data
(2010/03 - 2026/04)

Inflation Adjusted:

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	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
All Weather Portfolio 2x Leveraged Ray Dalio	1 $	6.14 $	514.16%	11.88%
Golden Butterfly Tyler	1 $	3.56 $	256.07%	8.17%
	Mar 2010	Apr 2026

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	Initial Amount $	Final Amount $	Total Return (%)	Annualized (%)
All Weather Portfolio 2x Leveraged Ray Dalio	1 $	4.01 $	301.35%	8.98%
Golden Butterfly Tyler	1 $	2.33 $	132.69%	5.36%
	Mar 2010	Apr 2026

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		Return (%) as of Apr 30, 2026
		YTD (4M)	1M	6M	1Y	5Y	10Y	MAX (~16Y)
	All Weather Portfolio 2x Leveraged Ray Dalio	7.16	3.49	7.01	27.64	5.54	8.36	11.88
	Golden Butterfly Tyler	5.31	3.38	7.83	23.01	7.28	8.06	8.17
Returns over 1 year are annualized.

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Portfolio Metrics as of Apr 30, 2026

The following metrics, updated as of 30 April 2026, provide an overview of performance and risk, with the best value in each row highlighted within the table.

METRIC COMPARISON

Period: 1 May 2025 - 30 April 2026 (1 year)

Period: 1 May 2021 - 30 April 2026 (5 years)

Period: 1 May 2016 - 30 April 2026 (10 years)

Period: 1 March 2010 - 30 April 2026 (~16 years)

1 Year

5 Years

10 Years

All (2010/03 - 2026/04)

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	All Weather Portfolio 2x Leveraged	Golden Butterfly
Author	Ray Dalio	Tyler
ASSET ALLOCATION
Stocks	37.5%	40%
Fixed Income	55%	40%
Commodities	7.5%	20%
PERFORMANCES
Annualized Return (%)	27.64	23.01
Infl. Adjusted (%)	23.00	18.54
DRAWDOWN
Deepest Drawdown Depth (%)	-6.87	-5.05
Start to Recovery (months)	2*	2*
Longest Drawdown Depth (%)	-6.87	-5.05
Start to Recovery (months)	2*	2*
Longest Negative Period (months)	2	2
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%)	13.16	8.45
Sharpe Ratio	1.80	2.26
Sortino Ratio	2.28	2.66
Ulcer Index	2.22	1.49
Ratio: Return / Standard Deviation	2.10	2.72
Ratio: Return / Deepest Drawdown	4.02	4.56
Metrics calculated over the period 1 May 2025 - 30 April 2026

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	All Weather Portfolio 2x Leveraged	Golden Butterfly
Author	Ray Dalio	Tyler
ASSET ALLOCATION
Stocks	37.5%	40%
Fixed Income	55%	40%
Commodities	7.5%	20%
PERFORMANCES
Annualized Return (%)	5.54	7.28
Infl. Adjusted (%)	0.99	2.66
DRAWDOWN
Deepest Drawdown Depth (%)	-37.02	-17.79
Start to Recovery (months)	46	30
Longest Drawdown Depth (%)	-37.02	-17.79
Start to Recovery (months)	46	30
Longest Negative Period (months)	48	35
RISK INDICATORS
Standard Deviation (%)	22.02	10.23
Sharpe Ratio	0.10	0.39
Sortino Ratio	0.13	0.52
Ulcer Index	17.48	6.44
Ratio: Return / Standard Deviation	0.25	0.71
Ratio: Return / Deepest Drawdown	0.15	0.41
Metrics calculated over the period 1 May 2021 - 30 April 2026

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	All Weather Portfolio 2x Leveraged	Golden Butterfly
Author	Ray Dalio	Tyler
ASSET ALLOCATION
Stocks	37.5%	40%
Fixed Income	55%	40%
Commodities	7.5%	20%
PERFORMANCES
Annualized Return (%)	8.36	8.06
Infl. Adjusted (%)	4.84	4.55
DRAWDOWN
Deepest Drawdown Depth (%)	-37.02	-17.79
Start to Recovery (months)	46	30
Longest Drawdown Depth (%)	-37.02	-17.79
Start to Recovery (months)	46	30
Longest Negative Period (months)	53	39
RISK INDICATORS
Standard Deviation (%)	18.21	8.83
Sharpe Ratio	0.34	0.67
Sortino Ratio	0.46	0.91
Ulcer Index	13.00	4.76
Ratio: Return / Standard Deviation	0.46	0.91
Ratio: Return / Deepest Drawdown	0.23	0.45
Metrics calculated over the period 1 May 2016 - 30 April 2026

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	All Weather Portfolio 2x Leveraged	Golden Butterfly
Author	Ray Dalio	Tyler
ASSET ALLOCATION
Stocks	37.5%	40%
Fixed Income	55%	40%
Commodities	7.5%	20%
PERFORMANCES
Annualized Return (%)	11.88	8.17
Infl. Adjusted (%)	8.98	5.36
DRAWDOWN
Deepest Drawdown Depth (%)	-37.02	-17.79
Start to Recovery (months)	46	30
Longest Drawdown Depth (%)	-37.02	-17.79
Start to Recovery (months)	46	30
Longest Negative Period (months)	53	39
RISK INDICATORS
Standard Deviation (%)	15.94	8.01
Sharpe Ratio	0.66	0.86
Sortino Ratio	0.88	1.18
Ulcer Index	10.73	3.93
Ratio: Return / Standard Deviation	0.75	1.02
Ratio: Return / Deepest Drawdown	0.32	0.46
Metrics calculated over the period 1 March 2010 - 30 April 2026

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Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

DRAWDOWN COMPARISON

Period: 1 May 2016 - 30 April 2026 (10 years)

Period: 1 March 2010 - 30 April 2026 (~16 years)

Chart Table

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All Weather Portfolio 2x Leveraged			Golden Butterfly
Drawdown (%)	Recovery (#Months)	From To	Drawdown (%)	Recovery (#Months)	From To
-37.02	46	Jan 2022 Oct 2025
			-17.79	30	Jan 2022 Jun 2024
-15.40	17	Feb 2015 Jun 2016
-14.01	16	Aug 2016 Nov 2017
-11.91	14	Feb 2018 Mar 2019
-10.15	10	Aug 2020 May 2021
-9.99	9	May 2013 Jan 2014
			-7.16	5	Feb 2020 Jun 2020
-6.87	2*	Mar 2026 In progress
			-6.37	8	Sep 2018 Apr 2019
			-6.25	14	Feb 2015 Mar 2016
			-5.05	2*	Mar 2026 In progress
-4.76	3	Sep 2014 Nov 2014
-4.36	2	Sep 2021 Oct 2021
			-3.84	6	Apr 2013 Sep 2013

Rolling Returns

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the Simulation Settings.

You can explore the Rolling Returns for a single portfolio, or check the return differential, by switching on "Head To Head" toggle.

Rolling Returns Comparison

Annualized Rolling Returns Chart

Rolling Returns Chart - Inflation Adjusted

Time Period: 1 March 2010 - 30 April 2026 (~16 years)

Rolling Period:

All Weather Portfolio 2x Leveraged
Golden Butterfly

Head To Head (Ptf 1 vs Ptf 2):

US Inflation Adjusted:

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Yearly Returns

For each year, the following table provides the return and intra-year drawdown. The highlighted returns represent the highest values for that specific year.

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	All Weather Portfolio 2x Leveraged		Golden Butterfly
Year	Return (%)	Drawdown (%)	Return (%)	Drawdown (%)
2026	7.16	-6.87	5.31	-5.05
2025	20.73	-6.11	19.30	-0.53
2024	6.94	-8.21	10.73	-3.42
2023	12.73	-19.81	11.98	-8.08
2022	-29.60	-36.33	-13.35	-17.79
2021	19.72	-5.30	9.35	-2.45
2020	19.68	-10.15	13.93	-7.16
2019	34.09	-1.91	18.03	-1.83
2018	-10.77	-11.91	-4.03	-6.37
2017	21.37	-0.83	10.96	-0.32
2016	11.11	-14.01	10.82	-3.36
2015	-8.24	-15.40	-3.71	-6.25
2014	32.31	-4.76	9.13	-3.27
2013	8.66	-9.99	6.26	-3.84
2012	12.34	-3.39	8.84	-2.43
2011	33.40	-3.82	8.86	-3.00

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Table of contents

Resources & Extras

Asset Allocations and ETFs

Portfolio Returns as of Apr 30, 2026

Portfolio Metrics as of Apr 30, 2026

Drawdowns

Rolling Returns

Yearly Returns