+45.5%
SOXL vs DOCN
+74.7%
-29.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +2.5% | +10.0% | +10.4% |
| 7D | -40.3% | -19.2% | -21.2% | -25.0% |
| 30D | -71.1% | -43.1% | -28.0% | -50.4% |
| 3M | -65.2% | -40.7% | -24.5% | -42.8% |
| 6M | -72.3% | -55.0% | -17.3% | -39.1% |
| YTD | +9.4% | +50.6% | -41.2% | -17.5% |
| 1Y | +7.0% | +54.0% | -47.0% | -19.8% |
| 3Y | +156.4% | +203.9% | -47.5% | +12.1% |
| 5Y | -22.2% | -29.4% | +7.2% | -19.8% |
| All | +45.5% | +74.7% | -29.2% | -0.4% |
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