+338.2%
SMH vs DOCN
+88.7%
+249.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +8.0% | -3.0% | +3.0% |
| 7D | -4.1% | -12.8% | +8.7% | -0.6% |
| 30D | -19.2% | -41.9% | +22.7% | -7.6% |
| 3M | -16.4% | -36.9% | +20.6% | -7.3% |
| 6M | -14.0% | -52.2% | +38.3% | +1.3% |
| YTD | +35.3% | +62.7% | -27.4% | +11.7% |
| 1Y | +40.4% | +58.2% | -17.8% | +16.7% |
| 3Y | +226.8% | +219.5% | +7.4% | +113.5% |
| 5Y | +232.3% | -32.9% | +265.2% | +167.1% |
| All | +338.2% | +88.7% | +249.6% | +199.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 10y: compounded portfolio wealth divided by compounded DOCN 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…
10y analysis · Full analysis span regression · 6 months rolling