-99.7%
SOXS vs DOCN
+248.6%
-348.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | +9.6% | -27.7% | -9.4% |
| 7D | -22.3% | +3.7% | -26.0% | -12.1% |
| 30D | +21.9% | -33.7% | +55.5% | +2.8% |
| 3M | +4.2% | -27.9% | +32.1% | +1.7% |
| 6M | -43.4% | -46.4% | +3.1% | -47.3% |
| YTD | -92.5% | +81.1% | -173.6% | -77.0% |
| 1Y | -93.5% | +74.3% | -167.8% | -80.0% |
| All | -99.7% | +248.6% | -348.3% | -97.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling