+103.1%
DOCN vs SPXL
+237.6%
-134.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -2.9% | -3.2% |
| 7D | +19.1% | +7.4% | +11.7% | +13.1% |
| 30D | -21.0% | -7.8% | -13.2% | -15.2% |
| 3M | -34.7% | -11.9% | -22.8% | -27.3% |
| 6M | -45.8% | -1.7% | -44.0% | -44.2% |
| YTD | +79.4% | +20.8% | +58.6% | +58.3% |
| 1Y | +91.0% | +25.0% | +66.0% | +64.1% |
| 3Y | +237.5% | +226.1% | +11.3% | +36.6% |
| 5Y | -30.4% | +101.1% | -131.5% | -60.8% |
| All | +103.1% | +237.6% | -134.5% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL 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 10y: compounded portfolio wealth divided by compounded SPXL 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…
10y analysis · Full analysis span regression · 6 months rolling