+84.3%
SPXL vs DOCU
-71.9%
+156.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -2.0% | -11.1% | -12.2% |
| 7D | -14.2% | -3.2% | -11.0% | -13.0% |
| 30D | -18.1% | +15.7% | -33.8% | -23.3% |
| 3M | -16.3% | +37.3% | -53.5% | -27.9% |
| 6M | -2.3% | +63.1% | -65.4% | -23.6% |
| YTD | +11.6% | +15.4% | -3.7% | +0.1% |
| 1Y | +12.3% | +11.3% | +1.0% | +2.0% |
| 3Y | +211.6% | +92.1% | +119.5% | +104.0% |
| 5Y | +84.3% | -70.5% | +154.8% | +83.6% |
| All | +84.3% | -71.9% | +156.2% | +83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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