+110.4%
SPXL vs DOC
-20.4%
+130.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.1% | +4.0% | +4.0% |
| 7D | -3.8% | +1.0% | -4.8% | -4.5% |
| 30D | -8.8% | +8.1% | -16.9% | -14.8% |
| 3M | -7.4% | +0.9% | -8.3% | -8.7% |
| 6M | +1.8% | +6.3% | -4.5% | -5.2% |
| YTD | +23.6% | +33.8% | -10.2% | -9.2% |
| 1Y | +21.7% | +21.6% | +0.1% | -2.2% |
| 3Y | +232.4% | +53.4% | +179.0% | +94.2% |
| 5Y | +110.4% | -21.0% | +131.4% | +222.9% |
| All | +110.4% | -20.4% | +130.8% | +222.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling