+52.5%
SOXX vs DDOG
+19.2%
+33.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -14.4% | +11.3% | -1.9% |
| 7D | -13.7% | -32.2% | +18.5% | -11.1% |
| 30D | -23.6% | -31.7% | +8.1% | -21.4% |
| 3M | -16.9% | -34.5% | +17.6% | -14.5% |
| 6M | -2.4% | +28.7% | -31.1% | -0.5% |
| YTD | +49.8% | +38.8% | +11.0% | +51.0% |
| 1Y | +52.5% | +19.8% | +32.7% | +54.3% |
| All | +52.5% | +19.2% | +33.3% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DDOG.
Daily Out/Under-Performance
Portfolio return minus DDOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DDOG 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 1y: compounded portfolio wealth divided by compounded DDOG 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…
1y analysis · Full analysis span regression · 6 months rolling