-20.8%
DOC vs SOXQ
+283.8%
-304.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.4% | -5.2% | -2.4% |
| 7D | -1.5% | +2.3% | -3.8% | -1.9% |
| 30D | -4.8% | -2.3% | -2.5% | -4.5% |
| 3M | +6.9% | -13.8% | +20.6% | +8.5% |
| 6M | +20.7% | +48.6% | -27.9% | +9.9% |
| YTD | +34.1% | +66.0% | -31.8% | +19.2% |
| 1Y | +22.6% | +107.9% | -85.2% | +3.6% |
| 3Y | +20.8% | +224.1% | -203.3% | -12.1% |
| 5Y | -24.9% | +256.6% | -281.5% | -48.7% |
| All | -20.8% | +283.8% | -304.6% | -46.4% |
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