-99.9%
SOXS vs DOCN
-24.0%
-75.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.4% | -2.5% | +3.8% |
| 7D | -43.7% | +27.4% | -71.1% | -27.6% |
| 30D | +22.2% | -29.7% | +51.9% | +8.0% |
| 3M | +13.0% | -32.5% | +45.5% | +3.6% |
| 6M | -47.7% | -42.2% | -5.5% | -48.5% |
| YTD | -92.5% | +87.2% | -179.6% | -76.3% |
| 1Y | -93.1% | +86.2% | -179.3% | -77.8% |
| 3Y | -99.7% | +257.4% | -357.1% | -97.0% |
| 5Y | -99.9% | -27.4% | -72.6% | -99.4% |
| All | -99.9% | -24.0% | -75.9% | -99.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling