+84.3%
SPXL vs DOC
-22.1%
+106.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -0.2% | -12.8% | -12.9% |
| 7D | -14.2% | +6.2% | -20.5% | -18.3% |
| 30D | -18.1% | +6.5% | -24.6% | -22.6% |
| 3M | -16.3% | -6.2% | -10.0% | -12.4% |
| 6M | -2.3% | +25.6% | -27.9% | -23.0% |
| YTD | +11.6% | +32.1% | -20.4% | -17.2% |
| 1Y | +12.3% | +20.3% | -8.0% | -9.1% |
| 3Y | +211.6% | +42.7% | +168.9% | +97.6% |
| 5Y | +84.3% | -22.2% | +106.5% | +185.6% |
| All | +84.3% | -22.1% | +106.4% | +185.6% |
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