+20.5%
DOCU vs SPXS
-26.2%
+46.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.6% | +0.9% |
| 7D | +4.1% | -7.5% | +11.6% | +3.0% |
| 30D | +7.4% | +5.3% | +2.0% | +8.4% |
| 3M | +26.0% | +9.7% | +16.3% | +28.3% |
| 6M | +79.2% | -4.6% | +83.7% | +80.8% |
| YTD | +18.1% | -25.8% | +43.8% | +16.4% |
| 1Y | +20.5% | -28.8% | +49.3% | +17.5% |
| All | +20.5% | -26.2% | +46.7% | +17.5% |
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