+135.9%
DDOG vs SOXQ
+290.2%
-154.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.4% | +6.8% | +6.9% |
| 7D | +7.7% | +5.2% | +2.4% | +4.2% |
| 30D | -13.6% | -0.5% | -13.1% | -13.5% |
| 3M | -0.9% | -5.6% | +4.7% | -1.5% |
| 6M | +75.2% | +53.0% | +22.2% | +17.8% |
| YTD | +65.7% | +68.8% | -3.1% | +2.2% |
| 1Y | +60.4% | +105.7% | -45.4% | -16.6% |
| 3Y | +130.7% | +240.5% | -109.8% | -31.8% |
| 5Y | +59.9% | +266.8% | -206.9% | -53.0% |
| All | +135.9% | +290.2% | -154.3% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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