-100.0%
SOXS vs DDOG
+56.4%
-156.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -1.6% | +9.7% | +6.9% |
| 7D | -9.4% | +3.2% | -12.7% | -7.0% |
| 30D | +6.2% | -10.2% | +16.3% | -1.2% |
| 3M | -28.0% | -2.6% | -25.4% | -27.3% |
| 6M | -99.2% | +80.1% | -179.3% | -98.5% |
| YTD | -99.5% | +63.0% | -162.5% | -99.1% |
| 1Y | -99.7% | +59.4% | -159.1% | -99.5% |
| 3Y | -100.0% | +127.0% | -227.0% | -99.9% |
| 5Y | -100.0% | +61.7% | -161.7% | -100.0% |
| All | -100.0% | +56.4% | -156.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling