+162.2%
SOXX vs DOCN
-31.5%
+193.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +8.0% | -0.5% | +5.2% |
| 7D | -2.9% | -12.8% | +9.8% | +1.1% |
| 30D | -21.3% | -41.9% | +20.6% | -8.4% |
| 3M | -18.9% | -36.9% | +18.0% | -8.9% |
| 6M | -15.3% | -52.2% | +37.0% | +2.1% |
| YTD | +46.5% | +62.7% | -16.3% | +19.6% |
| 1Y | +50.0% | +58.2% | -8.2% | +23.5% |
| 3Y | +182.5% | +219.5% | -37.0% | +78.0% |
| 5Y | +162.2% | -32.9% | +195.1% | +111.4% |
| All | +162.2% | -31.5% | +193.7% | +111.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling