+145.6%
SPXL vs DOV
+15.8%
+129.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | +0.9% |
| 7D | -1.3% | +1.3% | -2.6% | -3.1% |
| 30D | -5.0% | -8.6% | +3.7% | +7.3% |
| 3M | +7.6% | -13.1% | +20.7% | +28.8% |
| 6M | +33.6% | -8.8% | +42.4% | +47.3% |
| YTD | +28.1% | -1.2% | +29.3% | +24.2% |
| 1Y | +43.6% | +10.7% | +32.9% | +15.1% |
| 3Y | +225.8% | +39.3% | +186.5% | +81.2% |
| All | +145.6% | +15.8% | +129.8% | +83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 DOV 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