+209.6%
SPXL vs DOC
+43.2%
+166.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -0.2% | -12.8% | -12.9% |
| 7D | -14.2% | +6.2% | -20.5% | -16.8% |
| 30D | -18.1% | +6.5% | -24.6% | -20.9% |
| 3M | -16.3% | -6.2% | -10.0% | -13.6% |
| 6M | -2.3% | +25.6% | -27.9% | -16.0% |
| YTD | +11.6% | +32.1% | -20.4% | -7.7% |
| 1Y | +12.3% | +20.3% | -8.0% | -1.2% |
| All | +209.6% | +43.2% | +166.4% | +151.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling