+143.9%
SOXX vs DOC
-21.4%
+165.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.8% | +3.3% |
| 7D | -13.1% | +6.5% | -19.6% | -15.0% |
| 30D | -29.7% | +9.2% | -38.9% | -32.0% |
| 3M | -23.0% | -2.5% | -20.5% | -22.6% |
| 6M | -19.1% | +7.1% | -26.2% | -22.1% |
| YTD | +36.2% | +33.0% | +3.3% | +18.9% |
| 1Y | +38.1% | +23.3% | +14.9% | +24.2% |
| 3Y | +163.5% | +44.9% | +118.5% | +111.7% |
| All | +143.9% | -21.4% | +165.4% | +185.0% |
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