+2,502.1%
SOXX vs DAR
+10,961.7%
-8,459.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.1% | -2.4% |
| 7D | +3.0% | +0.9% | +2.1% | +2.8% |
| 30D | -3.1% | +6.4% | -9.6% | -4.4% |
| 3M | -4.4% | +13.2% | -17.6% | -6.9% |
| 6M | +52.9% | +26.2% | +26.7% | +45.6% |
| YTD | +72.0% | +84.4% | -12.4% | +52.4% |
| 1Y | +105.1% | +112.0% | -6.9% | +76.2% |
| 3Y | +220.6% | +13.4% | +207.2% | +202.3% |
| 5Y | +244.8% | -6.0% | +250.8% | +232.9% |
| 10Y | +1,537.1% | +372.0% | +1,165.1% | +1,083.8% |
| All | +2,502.1% | +10,961.7% | -8,459.6% | +1,240.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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