+113.9%
SOXX vs DDOG
+61.3%
+52.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +3.6% |
| 7D | +2.2% | -10.1% | +12.4% | +2.7% |
| 30D | -2.0% | -24.8% | +22.8% | -0.9% |
| 3M | -13.7% | -12.6% | -1.1% | -13.2% |
| 6M | +52.4% | +79.9% | -27.6% | +45.9% |
| YTD | +72.8% | +56.6% | +16.2% | +67.7% |
| 1Y | +113.9% | +61.6% | +52.3% | +112.8% |
| All | +113.9% | +61.3% | +52.6% | +112.8% |
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