-37.3%
DOCS vs SPXL
+170.6%
-207.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.9% | -1.4% | +0.6% |
| 7D | -4.2% | -3.8% | -0.4% | -2.9% |
| 30D | +8.6% | -8.8% | +17.4% | +12.9% |
| 3M | +27.2% | -7.4% | +34.6% | +31.0% |
| 6M | +26.5% | +1.8% | +24.7% | +22.6% |
| YTD | -25.0% | +23.6% | -48.6% | -35.1% |
| 1Y | -37.0% | +21.7% | -58.7% | -45.2% |
| 3Y | +39.4% | +232.4% | -193.0% | -34.6% |
| 5Y | -56.7% | +110.4% | -167.1% | -75.6% |
| All | -37.3% | +170.6% | -207.9% | -65.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling