-24.7%
SPXU vs DOC
+22.2%
-47.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.2% | +0.9% |
| 7D | +0.5% | +4.3% | -3.8% | +1.5% |
| 30D | +10.9% | +9.2% | +1.8% | +13.0% |
| 3M | +9.6% | -0.8% | +10.4% | +9.2% |
| 6M | -4.7% | +7.1% | -11.8% | -2.6% |
| YTD | -24.6% | +34.0% | -58.6% | -17.4% |
| 1Y | -24.7% | +23.2% | -47.9% | -19.8% |
| All | -24.7% | +22.2% | -47.0% | -19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling