+1,107.2%
SOXX vs DOC
+15.7%
+1,091.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.3% |
| 7D | -13.1% | +6.5% | -19.6% | -15.1% |
| 30D | -29.7% | +9.2% | -38.9% | -32.1% |
| 3M | -23.0% | -2.5% | -20.5% | -22.7% |
| 6M | -19.1% | +7.1% | -26.2% | -22.0% |
| YTD | +36.2% | +33.0% | +3.3% | +20.0% |
| 1Y | +38.1% | +23.3% | +14.9% | +25.0% |
| 3Y | +163.5% | +44.9% | +118.5% | +119.4% |
| 5Y | +147.2% | -21.6% | +168.8% | +159.6% |
| All | +1,107.2% | +15.7% | +1,091.5% | +985.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling