+226.8%
SOXX vs DDOG
+125.3%
+101.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | +1.4% | +3.9% | -2.5% | +0.6% |
| 30D | -3.6% | -8.2% | +4.6% | -2.1% |
| 3M | -10.2% | -5.6% | -4.6% | -10.4% |
| 6M | +54.2% | +73.5% | -19.3% | +30.3% |
| YTD | +75.2% | +62.7% | +12.5% | +48.9% |
| 1Y | +107.5% | +59.0% | +48.5% | +74.3% |
| 3Y | +226.8% | +117.1% | +109.6% | +157.1% |
| All | +226.8% | +125.3% | +101.5% | +157.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling