+268.0%
SOXX vs DOCS
-36.0%
+304.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.5% |
| 3M | -13.7% | +27.3% | -41.0% | -17.6% |
| 6M | +52.4% | -0.3% | +52.7% | +49.4% |
| YTD | +72.8% | -40.5% | +113.3% | +83.3% |
| 1Y | +113.9% | -61.5% | +175.4% | +143.6% |
| 3Y | +210.7% | +8.2% | +202.6% | +181.6% |
| 5Y | +244.6% | -73.4% | +318.1% | +242.0% |
| All | +268.0% | -36.0% | +304.0% | +265.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling