-32.9%
DOCN vs SPXL
+97.5%
-130.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +7.0% | +1.0% | +2.6% |
| 7D | -12.8% | -0.9% | -11.9% | -12.1% |
| 30D | -41.9% | -11.4% | -30.5% | -35.5% |
| 3M | -36.9% | -10.8% | -26.1% | -30.2% |
| 6M | -52.2% | -0.3% | -52.0% | -51.4% |
| YTD | +62.7% | +20.3% | +42.4% | +43.2% |
| 1Y | +58.2% | +24.7% | +33.5% | +35.4% |
| 3Y | +219.5% | +238.6% | -19.1% | +20.7% |
| 5Y | -32.9% | +100.0% | -132.8% | -59.5% |
| All | -32.9% | +97.5% | -130.4% | -59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling