-91.6%
SOXS vs DDOG
+19.2%
-110.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -14.4% | +23.2% | +4.9% |
| 7D | +46.7% | -32.2% | +78.9% | +35.6% |
| 30D | +97.0% | -31.7% | +128.7% | +83.9% |
| 3M | +39.5% | -34.5% | +74.1% | +30.6% |
| 6M | -54.9% | +28.7% | -83.6% | -56.1% |
| YTD | -90.4% | +38.8% | -129.2% | -90.2% |
| 1Y | -91.6% | +19.8% | -111.5% | -91.6% |
| All | -91.6% | +19.2% | -110.9% | -91.6% |
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