+16.4%
DOCU vs SPXS
-28.0%
+44.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.9% | +7.1% | +2.6% |
| 7D | -0.4% | +1.5% | -1.9% | 0.0% |
| 30D | +12.9% | +6.3% | +6.6% | +14.3% |
| 3M | +35.1% | +4.2% | +30.8% | +36.5% |
| 6M | +76.2% | -7.9% | +84.1% | +76.7% |
| YTD | +17.2% | -27.5% | +44.7% | +14.6% |
| 1Y | +16.4% | -27.0% | +43.4% | +14.5% |
| All | +16.4% | -28.0% | +44.4% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 1y: compounded portfolio wealth divided by compounded SPXS 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…
1y analysis · Full analysis span regression · 6 months rolling