+219.5%
DOCN vs SPXL
+227.9%
-8.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +7.0% | +1.0% | +2.7% |
| 7D | -12.8% | -0.9% | -11.9% | -12.0% |
| 30D | -41.9% | -11.4% | -30.5% | -35.6% |
| 3M | -36.9% | -10.8% | -26.1% | -30.3% |
| 6M | -52.2% | -0.3% | -52.0% | -51.3% |
| YTD | +62.7% | +20.3% | +42.4% | +44.9% |
| 1Y | +58.2% | +24.7% | +33.5% | +37.3% |
| 3Y | +219.5% | +238.6% | -19.1% | +36.4% |
| All | +219.5% | +227.9% | -8.4% | +36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling