+662.0%
SOXX vs DDOG
+449.5%
+212.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DDOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.2% | -2.3% |
| 7D | +3.0% | +3.2% | -0.2% | +2.1% |
| 30D | -3.1% | -10.2% | +7.0% | -0.7% |
| 3M | -4.4% | -2.6% | -1.8% | -5.5% |
| 6M | +52.9% | +80.1% | -27.3% | +24.0% |
| YTD | +72.0% | +63.0% | +9.0% | +41.5% |
| 1Y | +105.1% | +59.4% | +45.7% | +67.5% |
| 3Y | +220.6% | +127.0% | +93.6% | +128.3% |
| 5Y | +244.8% | +61.7% | +183.1% | +150.1% |
| All | +662.0% | +449.5% | +212.5% | +254.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling