-100.0%
SOXS vs DOV
+35.8%
-135.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | -2.1% | +10.2% | +2.6% |
| 7D | -9.4% | -1.9% | -7.5% | -13.4% |
| 30D | +6.2% | -9.9% | +16.0% | -18.4% |
| 3M | -28.0% | -12.1% | -15.9% | -43.0% |
| 6M | -99.2% | -10.4% | -88.8% | -98.4% |
| YTD | -99.5% | -3.3% | -96.2% | -98.8% |
| 1Y | -99.7% | +7.8% | -107.5% | -99.2% |
| All | -100.0% | +35.8% | -135.8% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 3y: compounded portfolio wealth divided by compounded DOV 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…
3y analysis · Full analysis span regression · 6 months rolling