+230.2%
SOXX vs DOCS
-19.3%
+249.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.5% | +3.5% | +5.7% |
| 7D | +3.5% | -4.2% | +7.7% | +4.2% |
| 30D | -14.4% | +8.6% | -23.1% | -15.4% |
| 3M | -12.7% | +27.2% | -39.9% | -15.8% |
| 6M | -12.4% | +26.5% | -38.9% | -16.9% |
| YTD | +55.1% | -25.0% | +80.1% | +59.0% |
| 1Y | +58.5% | -37.0% | +95.4% | +67.0% |
| 3Y | +187.5% | +39.4% | +148.1% | +151.6% |
| 5Y | +180.1% | -56.7% | +236.8% | +167.8% |
| All | +230.2% | -19.3% | +249.5% | +217.3% |
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