+274.0%
SOXX vs DOCS
-40.7%
+314.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.3% | +9.0% | +2.7% |
| 7D | +5.6% | -7.3% | +12.9% | +6.6% |
| 30D | -2.7% | -10.9% | +8.1% | -1.4% |
| 3M | -7.5% | +20.3% | -27.8% | -11.1% |
| 6M | +63.5% | -3.6% | +67.1% | +60.8% |
| YTD | +75.7% | -44.9% | +120.5% | +88.1% |
| 1Y | +113.3% | -64.9% | +178.2% | +145.9% |
| 3Y | +227.4% | +7.6% | +219.8% | +195.7% |
| 5Y | +256.2% | -74.0% | +330.1% | +256.7% |
| All | +274.0% | -40.7% | +314.7% | +275.4% |
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