+194.3%
SOXL vs DOCS
-36.0%
+230.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -2.8% | +12.6% | +11.0% |
| 7D | +5.3% | -1.4% | +6.8% | +5.8% |
| 30D | -11.2% | +21.8% | -33.0% | -20.6% |
| 3M | -55.4% | +27.3% | -82.7% | -61.9% |
| 6M | +107.1% | -0.3% | +107.5% | +89.3% |
| YTD | +179.0% | -40.5% | +219.5% | +217.5% |
| 1Y | +357.4% | -61.5% | +418.9% | +550.9% |
| 3Y | +397.5% | +8.2% | +389.3% | +272.5% |
| 5Y | +155.9% | -73.4% | +229.3% | +189.1% |
| All | +194.3% | -36.0% | +230.3% | +233.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling