-27.7%
SOXS vs DOCU
+63.4%
-91.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.2% | -2.0% | +41.2% | +40.8% |
| 7D | +94.9% | -3.2% | +98.1% | +99.6% |
| 30D | +174.1% | +15.7% | +158.4% | +141.0% |
| 3M | +82.4% | +37.3% | +45.1% | +34.4% |
| 6M | -27.7% | +63.1% | -90.8% | -58.9% |
| All | -27.7% | +63.4% | -91.1% | -58.9% |
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