+217.3%
SOXX vs DOCS
-19.0%
+236.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.1% | -3.7% |
| 7D | +9.4% | +2.6% | +6.8% | +9.0% |
| 30D | -13.8% | +11.4% | -25.2% | -15.0% |
| 3M | -18.6% | +25.4% | -44.0% | -21.4% |
| 6M | -15.1% | +42.5% | -57.7% | -20.8% |
| YTD | +49.0% | -24.7% | +73.7% | +52.7% |
| 1Y | +55.3% | -32.9% | +88.2% | +62.0% |
| 3Y | +179.0% | +39.6% | +139.4% | +144.1% |
| 5Y | +166.5% | -54.6% | +221.2% | +154.3% |
| All | +217.3% | -19.0% | +236.3% | +204.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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