-25.4%
SOXL vs DOCS
-51.8%
+26.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | -2.0% | +14.5% | +13.4% |
| 7D | -40.3% | -0.8% | -39.6% | -39.7% |
| 30D | -71.1% | +17.4% | -88.5% | -73.0% |
| 3M | -65.2% | +57.4% | -122.6% | -73.1% |
| 6M | -72.3% | +26.5% | -98.8% | -77.7% |
| YTD | +9.4% | -26.6% | +36.0% | +14.9% |
| 1Y | +7.0% | -48.1% | +55.0% | +36.5% |
| 3Y | +156.4% | +52.6% | +103.8% | +35.3% |
| All | -25.4% | -51.8% | +26.5% | -16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling