+70.5%
DOCN vs SPXL
+214.2%
-143.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +2.0% |
| 7D | -19.2% | -8.7% | -10.4% | -13.3% |
| 30D | -43.1% | -16.9% | -26.2% | -33.8% |
| 3M | -40.7% | -15.2% | -25.5% | -32.1% |
| 6M | -55.0% | -5.5% | -49.5% | -52.3% |
| YTD | +50.6% | +12.4% | +38.2% | +39.9% |
| 1Y | +54.0% | +16.9% | +37.0% | +38.9% |
| 3Y | +203.9% | +211.8% | -7.9% | +27.0% |
| 5Y | -29.4% | +85.6% | -115.0% | -58.0% |
| All | +70.5% | +214.2% | -143.7% | -12.4% |
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