-69.3%
DOCU vs SOXQ
+206.9%
-276.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.9% | -5.6% | -3.6% |
| 7D | -5.5% | -12.2% | +6.7% | +0.1% |
| 30D | +12.6% | -28.2% | +40.8% | +31.0% |
| 3M | +36.4% | -22.1% | +58.5% | +50.5% |
| 6M | +66.8% | -18.1% | +84.9% | +66.6% |
| YTD | +13.5% | +32.7% | -19.3% | -21.4% |
| 1Y | +11.3% | +34.1% | -22.8% | -24.1% |
| 3Y | +92.1% | +176.7% | -84.6% | -38.9% |
| 5Y | -71.0% | +159.9% | -230.9% | -90.6% |
| All | -69.3% | +206.9% | -276.2% | -90.7% |
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 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