-22.2%
DOC vs SOXQ
+150.7%
-172.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -12.1% | +11.9% | +1.5% |
| 7D | +6.2% | -21.6% | +27.8% | +9.9% |
| 30D | +6.5% | -31.7% | +38.2% | +12.5% |
| 3M | -6.2% | -24.8% | +18.5% | -2.7% |
| 6M | +25.6% | -17.7% | +43.2% | +26.2% |
| YTD | +32.1% | +27.7% | +4.3% | +21.1% |
| 1Y | +20.3% | +26.0% | -5.7% | +10.4% |
| 3Y | +42.7% | +165.7% | -122.9% | +4.5% |
| 5Y | -22.2% | +150.1% | -172.2% | -45.7% |
| All | -22.2% | +150.7% | -172.8% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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