+949.0%
SOXL vs DDOG
+421.0%
+528.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.3% | +6.4% | +6.1% |
| 7D | +16.4% | -6.1% | +22.5% | +21.4% |
| 30D | -12.1% | -10.1% | -2.0% | -7.0% |
| 3M | -41.7% | -9.3% | -32.4% | -41.5% |
| 6M | +157.4% | +67.2% | +90.2% | +39.1% |
| YTD | +193.3% | +54.6% | +138.7% | +60.1% |
| 1Y | +355.3% | +54.1% | +301.3% | +138.0% |
| 3Y | +484.2% | +115.3% | +368.9% | +143.1% |
| 5Y | +182.7% | +50.6% | +132.0% | +64.5% |
| All | +949.0% | +421.0% | +528.0% | +121.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling