-25.9%
SOXS vs DOCU
+62.5%
-88.4%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.6% | -1.7% | -11.0% | -11.4% |
| 7D | +36.2% | -5.5% | +41.8% | +42.1% |
| 30D | +131.5% | +12.6% | +118.8% | +109.4% |
| 3M | +60.5% | +36.4% | +24.1% | +20.7% |
| 6M | -25.9% | +66.8% | -92.7% | -57.2% |
| All | -25.9% | +62.5% | -88.4% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 6mo: compounded portfolio wealth divided by compounded DOCU 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…
6mo analysis · Full analysis span regression · 6 months rolling