-21.9%
DOC vs SOXQ
+236.1%
-258.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.1% | +6.2% | +3.6% |
| 7D | +8.7% | -12.1% | +20.8% | +10.7% |
| 30D | +7.6% | -22.0% | +29.7% | +11.6% |
| 3M | -5.3% | -15.6% | +10.3% | -3.2% |
| 6M | +27.6% | -2.4% | +30.0% | +25.0% |
| YTD | +32.4% | +45.4% | -13.0% | +19.6% |
| 1Y | +22.9% | +47.7% | -24.8% | +10.4% |
| 3Y | +43.1% | +202.4% | -159.3% | +4.1% |
| 5Y | -21.4% | +188.0% | -209.4% | -45.2% |
| All | -21.9% | +236.1% | -258.0% | -46.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling