+233.7%
SMH vs DOCN
-29.3%
+263.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.2% | +1.2% | -1.9% |
| 7D | +4.9% | +19.1% | -14.2% | 0.0% |
| 30D | -13.8% | -21.0% | +7.2% | -8.5% |
| 3M | -17.4% | -34.7% | +17.4% | -8.8% |
| 6M | -15.0% | -45.8% | +30.8% | -2.7% |
| YTD | +35.2% | +79.4% | -44.2% | +7.2% |
| 1Y | +41.6% | +91.0% | -49.4% | +10.3% |
| 3Y | +215.6% | +237.5% | -21.8% | +96.6% |
| All | +233.7% | -29.3% | +263.0% | +162.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling