+270.9%
SOXL vs DOCN
+171.0%
+99.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.8% | +7.1% | +7.6% |
| 7D | +5.3% | +1.1% | +4.2% | +4.4% |
| 30D | -11.2% | -9.6% | -1.6% | -4.0% |
| 3M | -55.4% | -37.7% | -17.7% | -31.1% |
| 6M | +107.1% | +115.2% | -8.1% | +10.7% |
| YTD | +179.0% | +133.7% | +45.3% | +36.2% |
| 1Y | +357.4% | +250.2% | +107.2% | +62.3% |
| 3Y | +397.5% | +320.3% | +77.2% | +52.5% |
| 5Y | +155.9% | +53.1% | +102.8% | +49.8% |
| All | +270.9% | +171.0% | +99.9% | +64.3% |
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