+55.8%
DOCS vs SPXL
+210.0%
-154.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -13.1% | +8.8% | +0.6% |
| 7D | -1.3% | -14.2% | +12.9% | +4.2% |
| 30D | +19.4% | -18.1% | +37.5% | +28.2% |
| 3M | +53.4% | -16.3% | +69.7% | +63.4% |
| 6M | +28.8% | -2.3% | +31.0% | +27.7% |
| YTD | -25.1% | +11.6% | -36.7% | -30.2% |
| 1Y | -48.1% | +12.3% | -60.4% | -52.0% |
| All | +55.8% | +210.0% | -154.3% | -38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling