-99.8%
SOXS vs DDOG
+61.3%
-161.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | -0.9% | -9.3% | -10.3% |
| 7D | -7.0% | -10.1% | +3.2% | -8.5% |
| 30D | +2.8% | -24.8% | +27.6% | -1.2% |
| 3M | -9.8% | -12.6% | +2.7% | -11.2% |
| 6M | -99.2% | +79.9% | -179.1% | -99.0% |
| YTD | -99.5% | +56.6% | -156.1% | -99.4% |
| 1Y | -99.8% | +61.6% | -161.4% | -99.8% |
| All | -99.8% | +61.3% | -161.1% | -99.8% |
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