+250.4%
SOXX vs DOCS
-73.4%
+323.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.8% | +6.3% | +3.9% |
| 7D | +2.2% | -1.4% | +3.6% | +2.4% |
| 30D | -2.0% | +21.8% | -23.9% | -5.9% |
| 3M | -13.7% | +27.3% | -41.0% | -18.1% |
| 6M | +52.4% | -0.3% | +52.7% | +49.1% |
| YTD | +72.8% | -40.5% | +113.3% | +84.8% |
| 1Y | +113.9% | -61.5% | +175.4% | +148.2% |
| 3Y | +210.7% | +8.2% | +202.6% | +174.0% |
| All | +250.4% | -73.4% | +323.8% | +258.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling