+156.1%
SOXL vs DDOG
+56.4%
+99.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.6% | -6.5% | -6.8% |
| 7D | +8.5% | +3.2% | +5.2% | +5.5% |
| 30D | -13.0% | -10.2% | -2.8% | -6.0% |
| 3M | -35.9% | -2.6% | -33.3% | -39.5% |
| 6M | +112.1% | +80.1% | +31.9% | +2.0% |
| YTD | +175.4% | +63.0% | +112.4% | +36.1% |
| 1Y | +304.9% | +59.4% | +245.5% | +92.9% |
| 3Y | +448.6% | +127.0% | +321.5% | +92.2% |
| 5Y | +156.1% | +61.7% | +94.4% | +30.2% |
| All | +156.1% | +56.4% | +99.7% | +30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling