+176.7%
SOXX vs DOC
-22.3%
+199.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.2% |
| 7D | +17.5% | 0.0% | +17.5% | +17.5% |
| 30D | -14.5% | +6.6% | -21.1% | -16.6% |
| 3M | -14.9% | -1.1% | -13.8% | -14.8% |
| 6M | -9.8% | +4.8% | -14.6% | -12.5% |
| YTD | +54.7% | +32.1% | +22.6% | +35.3% |
| 1Y | +55.7% | +21.9% | +33.8% | +40.7% |
| 3Y | +186.8% | +51.4% | +135.4% | +124.9% |
| 5Y | +176.7% | -21.2% | +197.9% | +223.8% |
| All | +176.7% | -22.3% | +199.0% | +223.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling