+8.9%
DOCS vs SPXL
+223.9%
-215.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.3% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | +21.8% | -0.9% | +22.7% | +22.4% |
| 3M | +27.3% | +2.0% | +25.3% | +25.7% |
| 6M | -0.3% | +33.5% | -33.9% | -12.4% |
| YTD | -40.5% | +32.2% | -72.6% | -47.8% |
| 1Y | -61.5% | +48.9% | -110.4% | -68.0% |
| All | +8.9% | +223.9% | -215.0% | -46.3% |
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