+52.9%
SOXX vs DD
-5.7%
+58.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.3% | -2.4% |
| 7D | +3.0% | -2.9% | +5.9% | +5.5% |
| 30D | -3.1% | -11.5% | +8.4% | +7.0% |
| 3M | -4.4% | -5.4% | +1.0% | -0.2% |
| 6M | +52.9% | -6.9% | +59.8% | +63.3% |
| All | +52.9% | -5.7% | +58.5% | +63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 6mo: compounded portfolio wealth divided by compounded DD 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…
6mo analysis · Full analysis span regression · 6 months rolling