-100.0%
SOXS vs DDOG
+421.0%
-521.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.3% | -3.6% | -5.9% |
| 7D | -15.6% | -6.1% | -9.5% | -19.7% |
| 30D | +4.8% | -10.1% | +14.9% | -3.1% |
| 3M | -21.6% | -9.3% | -12.4% | -25.2% |
| 6M | -99.3% | +67.2% | -166.5% | -98.9% |
| YTD | -99.5% | +54.6% | -154.1% | -99.2% |
| 1Y | -99.8% | +54.1% | -153.9% | -99.6% |
| 3Y | -100.0% | +115.3% | -215.3% | -99.9% |
| 5Y | -100.0% | +50.6% | -150.6% | -100.0% |
| All | -100.0% | +421.0% | -521.0% | -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 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