+11.5%
DOCU vs SPXS
-26.0%
+37.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | 0.0% |
| 7D | -3.4% | +0.4% | -3.8% | -3.1% |
| 30D | +9.3% | +10.8% | -1.6% | +11.2% |
| 3M | +30.2% | +9.6% | +20.6% | +32.6% |
| 6M | +62.1% | -4.7% | +66.9% | +63.3% |
| YTD | +13.5% | -24.6% | +38.1% | +11.7% |
| 1Y | +11.5% | -24.6% | +36.1% | +9.9% |
| All | +11.5% | -26.0% | +37.5% | +9.9% |
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