+72.2%
DOCU vs SPXS
-99.0%
+171.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +19.7% |
| 3M | +34.3% | -4.7% | +39.0% | +32.8% |
| 6M | +48.0% | -29.6% | +77.6% | +29.2% |
| YTD | 0.0% | -29.8% | +29.8% | -12.2% |
| 1Y | -10.3% | -38.9% | +28.7% | -25.1% |
| 3Y | +32.4% | -79.6% | +112.0% | -21.1% |
| 5Y | -77.9% | -85.9% | +8.0% | -85.4% |
| All | +72.2% | -99.0% | +171.2% | -26.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling