+609.7%
SPXL vs DOCU
+111.8%
+497.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.2% | +4.7% | +4.8% |
| 7D | -2.5% | -3.7% | +1.2% | -0.9% |
| 30D | -4.3% | +15.0% | -19.3% | -10.3% |
| 3M | -4.2% | +39.9% | -44.1% | -18.5% |
| 6M | +15.0% | +66.2% | -51.1% | -11.1% |
| YTD | +28.4% | +17.7% | +10.7% | +13.5% |
| 1Y | +30.3% | +13.7% | +16.6% | +16.6% |
| 3Y | +258.4% | +95.9% | +162.5% | +134.6% |
| 5Y | +114.3% | -71.7% | +185.9% | +176.4% |
| All | +609.7% | +111.8% | +497.8% | +236.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling