-100.0%
SOXS vs DOCN
+171.0%
-271.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +2.8% | -13.0% | -7.9% |
| 7D | -7.0% | +1.1% | -8.1% | -5.8% |
| 30D | +2.8% | -9.6% | +12.4% | -2.0% |
| 3M | -9.8% | -37.7% | +27.8% | -23.9% |
| 6M | -99.2% | +115.2% | -214.4% | -97.5% |
| YTD | -99.5% | +133.7% | -233.2% | -98.3% |
| 1Y | -99.8% | +250.2% | -349.9% | -98.8% |
| 3Y | -100.0% | +320.3% | -420.3% | -99.8% |
| 5Y | -100.0% | +53.1% | -153.1% | -100.0% |
| All | -100.0% | +171.0% | -271.0% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling