+245.9%
SOXX vs DOC
-24.5%
+270.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.3% | +4.2% |
| 7D | +2.2% | -1.5% | +3.7% | +2.7% |
| 30D | -2.0% | -4.8% | +2.7% | -0.4% |
| 3M | -13.7% | +6.9% | -20.6% | -16.6% |
| 6M | +52.4% | +20.7% | +31.6% | +39.6% |
| YTD | +72.8% | +34.1% | +38.7% | +51.2% |
| 1Y | +113.9% | +22.6% | +91.3% | +93.5% |
| 3Y | +210.7% | +20.8% | +189.9% | +178.2% |
| All | +245.9% | -24.5% | +270.4% | +283.7% |
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