+2,113.0%
SOXX vs DOC
+454.9%
+1,658.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.2% |
| 7D | -5.4% | +4.3% | -9.8% | -6.8% |
| 30D | -21.4% | +9.2% | -30.5% | -24.0% |
| 3M | -16.9% | -0.8% | -16.0% | -17.0% |
| 6M | -15.4% | +7.1% | -22.5% | -18.3% |
| YTD | +46.3% | +34.0% | +12.3% | +29.4% |
| 1Y | +46.1% | +23.2% | +22.9% | +32.9% |
| 3Y | +171.2% | +53.6% | +117.6% | +124.1% |
| 5Y | +169.8% | -20.4% | +190.3% | +180.5% |
| 10Y | +1,228.3% | +23.4% | +1,204.9% | +1,017.8% |
| All | +2,113.0% | +454.9% | +1,658.1% | +793.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling