+52.9%
SOXX vs DT
+32.7%
+20.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.6% | -4.4% | -2.4% |
| 7D | +3.0% | -2.5% | +5.6% | +2.6% |
| 30D | -3.1% | +3.5% | -6.7% | -2.2% |
| 3M | -4.4% | +26.7% | -31.1% | +0.7% |
| 6M | +52.9% | +36.1% | +16.7% | +62.8% |
| All | +52.9% | +32.7% | +20.2% | +62.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling