+55.9%
SOXL vs DDOG
+19.2%
+36.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -14.4% | +5.6% | -5.1% |
| 7D | -37.9% | -32.2% | -5.7% | -31.4% |
| 30D | -59.4% | -31.7% | -27.7% | -55.1% |
| 3M | -52.3% | -34.5% | -17.8% | -47.3% |
| 6M | -47.7% | +28.7% | -76.3% | -43.8% |
| YTD | +58.8% | +38.8% | +20.0% | +65.3% |
| 1Y | +55.9% | +19.8% | +36.1% | +64.1% |
| All | +55.9% | +19.2% | +36.7% | +64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DDOG.
Daily Out/Under-Performance
Portfolio return minus DDOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DDOG 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 1y: compounded portfolio wealth divided by compounded DDOG 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…
1y analysis · Full analysis span regression · 6 months rolling