-100.0%
SPXS vs DOC
+201.5%
-301.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | -0.4% |
| 7D | -0.1% | -1.5% | +1.4% | -1.4% |
| 30D | +0.8% | -4.8% | +5.6% | -3.6% |
| 3M | -4.7% | +6.9% | -11.6% | +1.4% |
| 6M | -29.6% | +20.7% | -50.4% | -14.7% |
| YTD | -29.8% | +34.1% | -64.0% | -5.6% |
| 1Y | -38.9% | +22.6% | -61.6% | -24.3% |
| 3Y | -79.6% | +20.8% | -100.4% | -72.6% |
| 5Y | -85.9% | -24.9% | -61.1% | -85.9% |
| 10Y | -99.5% | -1.8% | -97.7% | -99.0% |
| All | -100.0% | +201.5% | -301.5% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling