+143.9%
SOXX vs DOCU
-71.0%
+214.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.7% | +5.2% | +3.9% |
| 7D | -13.1% | -5.5% | -7.6% | -12.0% |
| 30D | -29.7% | +12.6% | -42.4% | -31.7% |
| 3M | -23.0% | +36.4% | -59.4% | -29.0% |
| 6M | -19.1% | +66.8% | -85.9% | -30.1% |
| YTD | +36.2% | +13.5% | +22.8% | +28.7% |
| 1Y | +38.1% | +11.3% | +26.8% | +30.9% |
| 3Y | +163.5% | +92.1% | +71.4% | +104.4% |
| All | +143.9% | -71.0% | +214.9% | +131.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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