+66.4%
DOCN vs SPXS
-90.0%
+156.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +13.2% | -29.1% | -5.9% |
| 7D | -29.3% | +14.3% | -43.6% | -20.2% |
| 30D | -46.0% | +19.4% | -65.5% | -36.2% |
| 3M | -43.2% | +16.2% | -59.4% | -33.6% |
| 6M | -53.7% | -3.4% | -50.3% | -51.1% |
| YTD | +46.9% | -19.1% | +66.0% | +41.7% |
| 1Y | +54.3% | -20.5% | +74.8% | +48.7% |
| 3Y | +185.5% | -79.1% | +264.7% | +36.7% |
| 5Y | -31.1% | -81.6% | +50.5% | -51.3% |
| All | +66.4% | -90.0% | +156.4% | +1.4% |
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