+87.1%
DOCN vs SPXS
-90.7%
+177.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +2.4% |
| 7D | -12.1% | +0.4% | -12.6% | -10.0% |
| 30D | -41.0% | +10.8% | -51.8% | -33.9% |
| 3M | -38.7% | +9.6% | -48.3% | -31.1% |
| 6M | -51.5% | -4.7% | -46.8% | -49.3% |
| YTD | +65.3% | -24.6% | +89.8% | +51.9% |
| 1Y | +53.9% | -24.6% | +78.5% | +43.0% |
| 3Y | +215.6% | -79.8% | +295.3% | +48.0% |
| 5Y | -26.2% | -83.3% | +57.2% | -50.8% |
| All | +87.1% | -90.7% | +177.8% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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