+302.6%
SMH vs DOCN
+70.4%
+232.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | -15.9% | +4.6% | -7.1% |
| 7D | -20.3% | -29.3% | +9.0% | -12.8% |
| 30D | -29.2% | -46.0% | +16.8% | -17.6% |
| 3M | -21.4% | -43.2% | +21.8% | -10.6% |
| 6M | -14.3% | -53.7% | +39.4% | +1.7% |
| YTD | +24.3% | +46.9% | -22.6% | +5.4% |
| 1Y | +24.9% | +54.3% | -29.4% | +4.4% |
| 3Y | +203.5% | +185.5% | +18.0% | +103.7% |
| 5Y | +211.2% | -31.1% | +242.3% | +152.0% |
| All | +302.6% | +70.4% | +232.2% | +182.7% |
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 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