+111.9%
DOCN vs SPXL
+241.8%
-129.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.0% | +4.4% | +4.1% |
| 7D | +27.4% | +9.6% | +17.8% | +19.2% |
| 30D | -29.7% | -9.8% | -20.0% | -23.1% |
| 3M | -32.5% | -9.1% | -23.4% | -26.5% |
| 6M | -42.2% | +1.1% | -43.3% | -41.7% |
| YTD | +87.2% | +22.3% | +64.9% | +63.6% |
| 1Y | +86.2% | +20.3% | +65.9% | +64.5% |
| 3Y | +257.4% | +229.0% | +28.4% | +43.7% |
| 5Y | -27.4% | +103.6% | -131.0% | -59.5% |
| All | +111.9% | +241.8% | -129.8% | +2.4% |
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