-38.7%
DOCS vs SPXL
+146.2%
-184.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.4% |
| 7D | -0.8% | -8.7% | +8.0% | +3.3% |
| 30D | +17.4% | -16.9% | +34.3% | +27.6% |
| 3M | +57.4% | -15.2% | +72.5% | +69.4% |
| 6M | +26.5% | -5.5% | +32.1% | +27.1% |
| YTD | -26.6% | +12.4% | -39.0% | -33.5% |
| 1Y | -48.1% | +16.9% | -65.0% | -54.1% |
| 3Y | +52.6% | +211.8% | -159.2% | -26.1% |
| 5Y | -52.1% | +85.6% | -137.7% | -71.3% |
| All | -38.7% | +146.2% | -184.9% | -64.6% |
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