-100.0%
SOXS vs DOCU
+107.7%
-207.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.2% | -2.0% | +41.2% | +37.8% |
| 7D | +94.9% | -3.2% | +98.1% | +90.8% |
| 30D | +174.1% | +15.7% | +158.4% | +203.3% |
| 3M | +82.4% | +37.3% | +45.1% | +128.1% |
| 6M | -27.7% | +63.1% | -90.8% | -3.4% |
| YTD | -86.6% | +15.4% | -102.0% | -86.7% |
| 1Y | -87.2% | +11.3% | -98.5% | -87.5% |
| 3Y | -99.6% | +92.1% | -191.6% | -99.0% |
| 5Y | -99.9% | -70.5% | -29.4% | -99.9% |
| All | -100.0% | +107.7% | -207.7% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling