+1,108.4%
SPXL vs DOC
+21.1%
+1,087.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.8% | +5.2% | +5.3% |
| 7D | -0.9% | +5.9% | -6.7% | -5.8% |
| 30D | -11.4% | +10.3% | -21.7% | -19.6% |
| 3M | -10.8% | -2.2% | -8.6% | -9.8% |
| 6M | -0.3% | +8.2% | -8.5% | -9.6% |
| YTD | +20.3% | +35.4% | -15.0% | -15.0% |
| 1Y | +24.7% | +23.6% | +1.1% | -4.0% |
| 3Y | +238.6% | +57.3% | +181.3% | +95.1% |
| 5Y | +100.0% | -19.6% | +119.6% | +142.8% |
| 10Y | +1,108.4% | +20.8% | +1,087.6% | +1,069.7% |
| All | +1,108.4% | +21.1% | +1,087.4% | +1,069.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling