+704.0%
SOXX vs DT
+101.6%
+602.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.6% | -4.4% | -3.3% |
| 7D | +3.0% | -2.5% | +5.6% | +3.8% |
| 30D | -3.1% | +3.5% | -6.7% | -4.6% |
| 3M | -4.4% | +26.7% | -31.1% | -13.2% |
| 6M | +52.9% | +36.1% | +16.7% | +32.7% |
| YTD | +72.0% | +18.6% | +53.4% | +55.9% |
| 1Y | +105.1% | +7.9% | +97.2% | +92.2% |
| 3Y | +220.6% | +8.6% | +212.0% | +194.0% |
| 5Y | +244.8% | -26.7% | +271.5% | +242.8% |
| All | +704.0% | +101.6% | +602.4% | +427.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling