+249.3%
SOXX vs DOCN
+108.0%
+141.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.2% | +0.5% | -2.5% |
| 7D | +9.4% | +19.1% | -9.7% | +4.2% |
| 30D | -13.8% | -21.0% | +7.2% | -8.1% |
| 3M | -18.6% | -34.7% | +16.1% | -9.7% |
| 6M | -15.1% | -45.8% | +30.7% | -2.0% |
| YTD | +49.0% | +79.4% | -30.4% | +20.1% |
| 1Y | +55.3% | +91.0% | -35.7% | +23.0% |
| 3Y | +179.0% | +237.5% | -58.5% | +79.0% |
| 5Y | +166.5% | -30.4% | +196.9% | +110.4% |
| All | +249.3% | +108.0% | +141.3% | +132.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling