+81.8%
DRI vs SOXQ
+288.7%
-207.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -2.1% |
| 7D | -1.2% | +5.3% | -6.5% | -2.3% |
| 30D | -0.4% | -3.7% | +3.3% | +0.3% |
| 3M | +9.5% | -7.8% | +17.3% | +10.2% |
| 6M | +6.5% | +58.4% | -51.9% | -8.0% |
| YTD | +18.4% | +68.1% | -49.7% | +0.2% |
| 1Y | +4.2% | +105.4% | -101.2% | -17.3% |
| 3Y | +57.1% | +239.2% | -182.1% | -1.3% |
| 5Y | +70.4% | +266.9% | -196.5% | +0.6% |
| All | +81.8% | +288.7% | -207.0% | +6.9% |
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