+240.5%
SMH vs DOCN
-30.4%
+270.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.3% | -1.2% |
| 7D | -6.7% | -12.1% | +5.4% | -3.4% |
| 30D | -19.8% | -41.0% | +21.2% | -8.2% |
| 3M | -15.1% | -38.7% | +23.6% | -4.8% |
| 6M | -14.6% | -51.5% | +36.9% | +0.7% |
| YTD | +34.3% | +65.3% | -31.0% | +9.1% |
| 1Y | +35.2% | +53.9% | -18.7% | +11.9% |
| 3Y | +211.7% | +215.6% | -3.9% | +98.1% |
| 5Y | +240.5% | -26.2% | +266.6% | +168.6% |
| All | +240.5% | -30.4% | +270.9% | +168.6% |
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