-76.5%
DOCU vs SOXQ
+254.8%
-331.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.4% | +0.3% | +1.9% |
| 7D | +6.9% | +2.3% | +4.5% | +5.6% |
| 30D | +19.0% | -2.3% | +21.2% | +20.1% |
| 3M | +34.3% | -13.8% | +48.1% | +39.1% |
| 6M | +48.0% | +48.6% | -0.6% | +2.9% |
| YTD | 0.0% | +66.0% | -66.0% | -36.8% |
| 1Y | -10.3% | +107.9% | -118.1% | -53.0% |
| 3Y | +32.4% | +224.1% | -191.8% | -59.6% |
| All | -76.5% | +254.8% | -331.3% | -93.6% |
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