-100.0%
SOXS vs DUOL
-9.6%
-90.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.0% | -4.5% | -6.0% |
| 7D | -4.7% | -7.0% | +2.2% | -7.6% |
| 30D | +7.7% | +6.7% | +1.0% | +9.9% |
| 3M | -10.2% | +16.0% | -26.2% | -7.7% |
| 6M | -99.2% | +45.4% | -144.6% | -99.1% |
| YTD | -99.5% | -18.1% | -81.4% | -99.6% |
| 1Y | -99.8% | -53.6% | -46.2% | -99.9% |
| 3Y | -100.0% | -11.0% | -89.0% | -100.0% |
| All | -100.0% | -9.6% | -90.4% | -100.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling