+220.8%
SOXX vs DRI
+52.8%
+168.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.5% |
| 7D | +3.0% | -4.8% | +7.9% | +4.1% |
| 30D | -3.1% | -5.2% | +2.1% | -2.1% |
| 3M | -4.4% | +2.7% | -7.1% | -5.5% |
| 6M | +52.9% | +3.6% | +49.3% | +50.3% |
| YTD | +72.0% | +15.4% | +56.6% | +62.9% |
| 1Y | +105.1% | +1.3% | +103.9% | +101.8% |
| All | +220.8% | +52.8% | +168.0% | +173.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling