-4.8%
SOXL vs DOCN
-29.3%
+24.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -4.2% | -6.8% | -7.4% |
| 7D | +26.9% | +19.1% | +7.8% | +10.8% |
| 30D | -47.2% | -21.0% | -26.2% | -28.4% |
| 3M | -59.9% | -34.7% | -25.1% | -36.4% |
| 6M | -68.3% | -45.8% | -22.6% | -38.4% |
| YTD | +38.8% | +79.4% | -40.5% | -12.0% |
| 1Y | +48.8% | +91.0% | -42.2% | -9.5% |
| 3Y | +196.5% | +237.5% | -40.9% | +8.9% |
| All | -4.8% | -29.3% | +24.5% | -6.2% |
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