-100.0%
SOXS vs DOCN
+74.7%
-174.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | +2.5% | -15.2% | -10.5% |
| 7D | +36.2% | -19.2% | +55.4% | +20.5% |
| 30D | +131.5% | -43.1% | +174.5% | +67.4% |
| 3M | +60.5% | -40.7% | +101.2% | +28.4% |
| 6M | -25.9% | -55.0% | +29.1% | -41.2% |
| YTD | -88.3% | +50.6% | -138.9% | -71.9% |
| 1Y | -89.6% | +54.0% | -143.6% | -73.7% |
| 3Y | -99.6% | +203.9% | -303.5% | -97.0% |
| 5Y | -99.9% | -29.4% | -70.5% | -99.3% |
| All | -100.0% | +74.7% | -174.6% | -99.6% |
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