+70.5%
DOCN vs SPXS
-90.1%
+160.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +1.9% |
| 7D | -19.2% | +7.5% | -26.6% | -13.3% |
| 30D | -43.1% | +17.5% | -60.5% | -33.5% |
| 3M | -40.7% | +14.7% | -55.4% | -31.4% |
| 6M | -55.0% | -0.1% | -54.9% | -51.3% |
| YTD | +50.6% | -19.7% | +70.4% | +44.4% |
| 1Y | +54.0% | -23.6% | +77.6% | +44.2% |
| 3Y | +203.9% | -79.2% | +283.1% | +45.3% |
| 5Y | -29.4% | -81.7% | +52.4% | -50.4% |
| All | +70.5% | -90.1% | +160.7% | +3.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling