+30.9%
DOCU vs SPXS
-79.7%
+110.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.4% | +4.2% |
| 7D | +6.9% | -0.1% | +7.0% | +6.9% |
| 30D | +19.0% | +0.8% | +18.2% | +19.6% |
| 3M | +34.3% | -4.7% | +39.0% | +33.3% |
| 6M | +48.0% | -29.6% | +77.6% | +31.3% |
| YTD | 0.0% | -29.8% | +29.8% | -10.8% |
| 1Y | -10.3% | -38.9% | +28.7% | -23.9% |
| All | +30.9% | -79.7% | +110.6% | -25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling