-28.0%
SOXS vs RDDT
-11.0%
-17.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +6.1% | +2.0% | +9.3% |
| 7D | -9.4% | -0.4% | -9.0% | -9.8% |
| 30D | +6.2% | -0.5% | +6.7% | +6.5% |
| 3M | -28.0% | -9.8% | -18.2% | -28.7% |
| All | -28.0% | -11.0% | -17.1% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RDDT.
Daily Out/Under-Performance
Portfolio return minus RDDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDDT 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 3mo: compounded portfolio wealth divided by compounded RDDT 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…
3mo analysis · Full analysis span regression · Available span rolling