+305.1%
SOXX vs DOCN
+171.0%
+134.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.2% |
| 3M | -13.7% | -37.7% | +24.0% | -3.1% |
| 6M | +52.4% | +115.2% | -62.8% | +19.2% |
| YTD | +72.8% | +133.7% | -60.9% | +30.8% |
| 1Y | +113.9% | +250.2% | -136.3% | +43.7% |
| 3Y | +210.7% | +320.3% | -109.5% | +88.0% |
| 5Y | +244.6% | +53.1% | +191.5% | +137.0% |
| All | +305.1% | +171.0% | +134.1% | +152.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling