+143.9%
SOXX vs DOCS
-51.8%
+195.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.0% | +5.5% | +3.8% |
| 7D | -13.1% | -0.8% | -12.4% | -13.0% |
| 30D | -29.7% | +17.4% | -47.1% | -31.5% |
| 3M | -23.0% | +57.4% | -80.4% | -29.3% |
| 6M | -19.1% | +26.5% | -45.6% | -23.9% |
| YTD | +36.2% | -26.6% | +62.8% | +41.0% |
| 1Y | +38.1% | -48.1% | +86.2% | +52.7% |
| 3Y | +163.5% | +52.6% | +110.9% | +114.6% |
| All | +143.9% | -51.8% | +195.8% | +140.2% |
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