-100.0%
SOXS vs DDOG
+448.2%
-548.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.3% | -5.7% |
| 7D | -4.7% | +3.9% | -8.6% | -1.7% |
| 30D | +7.7% | -8.2% | +15.9% | +2.3% |
| 3M | -10.2% | -5.6% | -4.6% | -12.1% |
| 6M | -99.2% | +73.5% | -172.7% | -98.6% |
| YTD | -99.5% | +62.7% | -162.2% | -99.2% |
| 1Y | -99.8% | +59.0% | -158.7% | -99.6% |
| 3Y | -100.0% | +117.1% | -217.1% | -99.9% |
| 5Y | -100.0% | +61.3% | -161.3% | -100.0% |
| All | -100.0% | +448.2% | -548.2% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling