+113.9%
SOXX vs DOCN
+254.3%
-140.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.8% | +0.7% | +2.8% |
| 7D | +2.2% | +1.1% | +1.1% | +1.9% |
| 30D | -2.0% | -9.6% | +7.6% | +0.1% |
| 3M | -13.7% | -37.7% | +24.0% | -4.8% |
| 6M | +52.4% | +115.2% | -62.8% | +25.7% |
| YTD | +72.8% | +133.7% | -60.9% | +36.5% |
| 1Y | +113.9% | +250.2% | -136.3% | +53.7% |
| All | +113.9% | +254.3% | -140.4% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 1y: compounded portfolio wealth divided by compounded DOCN 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…
1y analysis · Full analysis span regression · 6 months rolling