+66.4%
DOCN vs SPXL
+212.0%
-145.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -13.1% | -2.8% | -6.1% |
| 7D | -29.3% | -14.2% | -15.0% | -20.4% |
| 30D | -46.0% | -18.1% | -27.9% | -36.5% |
| 3M | -43.2% | -16.3% | -26.9% | -34.3% |
| 6M | -53.7% | -2.3% | -51.4% | -52.1% |
| YTD | +46.9% | +11.6% | +35.3% | +37.2% |
| 1Y | +54.3% | +12.3% | +42.1% | +43.2% |
| 3Y | +185.5% | +211.6% | -26.1% | +19.4% |
| 5Y | -31.1% | +84.3% | -115.4% | -58.8% |
| All | +66.4% | +212.0% | -145.6% | -14.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling