+107.5%
SOXX vs DRI
+2.4%
+105.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.7% | +1.9% |
| 7D | +1.4% | -3.2% | +4.6% | +1.3% |
| 30D | -3.6% | -7.8% | +4.2% | -3.6% |
| 3M | -10.2% | +0.4% | -10.5% | -9.9% |
| 6M | +54.2% | +4.8% | +49.4% | +53.6% |
| YTD | +75.2% | +16.7% | +58.5% | +72.9% |
| 1Y | +107.5% | +1.5% | +106.0% | +98.1% |
| All | +107.5% | +2.4% | +105.1% | +98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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