+46.4%
SOXL vs DOCS
-19.0%
+65.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +0.4% | -11.4% | -11.2% |
| 7D | +26.9% | +2.6% | +24.3% | +25.8% |
| 30D | -47.2% | +11.4% | -58.7% | -49.0% |
| 3M | -59.9% | +25.4% | -85.2% | -63.7% |
| 6M | -68.3% | +42.5% | -110.9% | -74.8% |
| YTD | +38.8% | -24.7% | +63.6% | +43.4% |
| 1Y | +48.8% | -32.9% | +81.7% | +62.2% |
| 3Y | +196.5% | +39.6% | +156.9% | +98.8% |
| 5Y | -5.0% | -54.6% | +49.6% | -4.3% |
| All | +46.4% | -19.0% | +65.4% | +50.4% |
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