-100.0%
SOXS vs RDDT
+235.7%
-335.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.6% | -7.1% | -4.9% |
| 7D | -4.7% | +2.1% | -6.9% | -4.1% |
| 30D | +7.7% | +2.8% | +4.9% | +9.8% |
| 3M | -10.2% | -8.9% | -1.2% | -9.9% |
| 6M | -99.2% | +15.1% | -114.3% | -98.9% |
| YTD | -99.5% | -31.4% | -68.2% | -99.5% |
| 1Y | -99.8% | -39.4% | -60.3% | -99.7% |
| All | -100.0% | +235.7% | -335.6% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling