+40.7%
SOXL vs DOCS
-21.3%
+62.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.1% | +0.3% |
| 7D | -23.3% | -0.6% | -22.8% | -22.6% |
| 30D | -59.9% | +6.3% | -66.2% | -60.5% |
| 3M | -56.8% | +26.5% | -83.3% | -61.3% |
| 6M | -68.3% | +24.8% | -93.1% | -73.5% |
| YTD | +33.5% | -26.8% | +60.3% | +39.3% |
| 1Y | +24.8% | -38.3% | +63.1% | +41.4% |
| 3Y | +177.0% | +36.0% | +140.9% | +87.4% |
| 5Y | -0.2% | -55.0% | +54.8% | +1.4% |
| All | +40.7% | -21.3% | +62.0% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 10y: compounded portfolio wealth divided by compounded DOCS 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…
10y analysis · Full analysis span regression · 6 months rolling