-100.0%
SOXS vs DOCN
+110.0%
-210.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | +9.6% | -27.7% | -10.1% |
| 7D | -22.3% | +3.7% | -26.0% | -12.9% |
| 30D | +21.9% | -33.7% | +55.5% | +3.5% |
| 3M | +4.2% | -27.9% | +32.1% | +1.9% |
| 6M | -43.4% | -46.4% | +3.1% | -47.1% |
| YTD | -92.5% | +81.1% | -173.6% | -78.3% |
| 1Y | -93.5% | +74.3% | -167.8% | -81.1% |
| 3Y | -99.7% | +245.8% | -345.6% | -97.5% |
| 5Y | -99.9% | -23.7% | -76.2% | -99.4% |
| All | -100.0% | +110.0% | -210.0% | -99.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling