-100.0%
SOXS vs DHR
+1,216.0%
-1,316.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -2.2% |
| 7D | -16.6% | -2.4% | -14.2% | -19.6% |
| 30D | -4.4% | -2.2% | -2.2% | -7.5% |
| 3M | -26.2% | +9.0% | -35.2% | -23.7% |
| 6M | -99.3% | +3.5% | -102.7% | -99.2% |
| YTD | -99.5% | -10.1% | -89.4% | -99.6% |
| 1Y | -99.8% | +6.2% | -106.0% | -99.7% |
| 3Y | -100.0% | -5.4% | -94.6% | -100.0% |
| 5Y | -100.0% | -27.9% | -72.1% | -100.0% |
| 10Y | -100.0% | +215.7% | -315.7% | -100.0% |
| All | -100.0% | +1,216.0% | -1,316.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 DHR 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