+409.8%
SMH vs DOCN
+171.0%
+238.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.8% | -0.2% | +1.9% |
| 7D | +2.5% | +1.1% | +1.4% | +2.2% |
| 30D | -0.5% | -9.6% | +9.2% | +1.7% |
| 3M | -9.6% | -37.7% | +28.0% | +0.6% |
| 6M | +42.1% | +115.2% | -73.1% | +11.6% |
| YTD | +57.4% | +133.7% | -76.3% | +19.8% |
| 1Y | +96.2% | +250.2% | -153.9% | +32.9% |
| 3Y | +267.9% | +320.3% | -52.4% | +124.6% |
| 5Y | +327.7% | +53.1% | +274.6% | +196.7% |
| All | +409.8% | +171.0% | +238.8% | +221.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling