+2,502.1%
SOXX vs DRI
+2,100.2%
+401.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.4% |
| 7D | +3.0% | -4.8% | +7.9% | +4.9% |
| 30D | -3.1% | -5.2% | +2.1% | -1.4% |
| 3M | -4.4% | +2.7% | -7.1% | -6.0% |
| 6M | +52.9% | +3.6% | +49.3% | +49.2% |
| YTD | +72.0% | +15.4% | +56.6% | +60.5% |
| 1Y | +105.1% | +1.3% | +103.9% | +100.1% |
| 3Y | +220.6% | +53.1% | +167.5% | +163.1% |
| 5Y | +244.8% | +64.6% | +180.2% | +175.1% |
| 10Y | +1,537.1% | +349.5% | +1,187.6% | +693.6% |
| All | +2,502.1% | +2,100.2% | +401.9% | +399.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling