-57.0%
DOCS vs SPXL
+97.5%
-154.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.0% | -5.9% | -2.2% |
| 7D | 0.0% | -0.9% | +0.9% | 0.0% |
| 30D | +7.8% | -11.4% | +19.2% | +13.5% |
| 3M | +20.0% | -10.8% | +30.8% | +25.7% |
| 6M | +26.5% | -0.3% | +26.8% | +23.7% |
| YTD | -25.8% | +20.3% | -46.1% | -35.0% |
| 1Y | -39.5% | +24.7% | -64.2% | -48.2% |
| 3Y | +60.3% | +238.6% | -178.2% | -26.0% |
| 5Y | -57.0% | +100.0% | -157.0% | -74.8% |
| All | -57.0% | +97.5% | -154.6% | -74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling