+52.5%
SOXX vs DT
-5.1%
+57.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -3.2% |
| 7D | -13.7% | -25.5% | +11.8% | -15.3% |
| 30D | -23.6% | -22.3% | -1.3% | -24.6% |
| 3M | -16.9% | +2.3% | -19.2% | -15.1% |
| 6M | -2.4% | +20.7% | -23.1% | +1.7% |
| YTD | +49.8% | +7.9% | +41.9% | +56.3% |
| 1Y | +52.5% | -5.7% | +58.3% | +60.0% |
| All | +52.5% | -5.1% | +57.7% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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