+136.1%
SOXL vs DDOG
+81.6%
+54.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +7.2% | -5.0% | +2.0% |
| 7D | +18.4% | +7.7% | +10.7% | +18.2% |
| 30D | -3.2% | -13.6% | +10.4% | -3.5% |
| 3M | -37.6% | -0.9% | -36.7% | -35.7% |
| 6M | +136.1% | +75.2% | +60.8% | +173.3% |
| All | +136.1% | +81.6% | +54.5% | +173.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling