-19.1%
SOXX vs DOCU
+62.5%
-81.6%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.7% | +5.2% | +3.1% |
| 7D | -13.1% | -5.5% | -7.6% | -14.5% |
| 30D | -29.7% | +12.6% | -42.4% | -27.2% |
| 3M | -23.0% | +36.4% | -59.4% | -15.5% |
| 6M | -19.1% | +66.8% | -85.9% | -0.5% |
| All | -19.1% | +62.5% | -81.6% | -0.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling