-91.6%
SOXS vs DUOL
-38.2%
-53.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +26.0% | -17.2% | +1.6% |
| 7D | +46.7% | +19.3% | +27.4% | +38.9% |
| 30D | +97.0% | +9.6% | +87.3% | +90.1% |
| 3M | +39.5% | +17.1% | +22.5% | +32.2% |
| 6M | -54.9% | +46.3% | -101.2% | -57.2% |
| YTD | -90.4% | -8.1% | -82.3% | -92.1% |
| 1Y | -91.6% | -38.5% | -53.2% | -94.0% |
| All | -91.6% | -38.2% | -53.4% | -94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 1y: compounded portfolio wealth divided by compounded DUOL 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…
1y analysis · Full analysis span regression · 6 months rolling