-100.0%
SPXU vs DOC
+177.2%
-277.2%
-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% | -0.5% |
| 7D | -0.1% | -1.5% | +1.4% | -1.5% |
| 30D | +0.8% | -4.8% | +5.6% | -3.8% |
| 3M | -4.7% | +6.9% | -11.6% | +1.7% |
| 6M | -29.6% | +20.7% | -50.4% | -14.1% |
| YTD | -29.9% | +34.1% | -64.0% | -4.5% |
| 1Y | -39.1% | +22.6% | -61.7% | -23.9% |
| 3Y | -80.0% | +20.8% | -100.8% | -72.9% |
| 5Y | -86.0% | -24.9% | -61.2% | -86.3% |
| 10Y | -99.5% | -1.8% | -97.7% | -99.0% |
| All | -100.0% | +177.2% | -277.2% | -99.9% |
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