+20,415.5%
SOXL vs DAR
+695.1%
+19,720.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.9% | +2.2% | +2.1% |
| 7D | +16.4% | -0.9% | +17.3% | +17.3% |
| 30D | -12.1% | +13.0% | -25.1% | -23.9% |
| 3M | -41.7% | +15.0% | -56.7% | -50.7% |
| 6M | +157.4% | +26.8% | +130.6% | +93.8% |
| YTD | +193.3% | +86.4% | +106.9% | +49.4% |
| 1Y | +355.3% | +115.1% | +240.2% | +94.0% |
| 3Y | +484.2% | +14.6% | +469.5% | +330.5% |
| 5Y | +182.7% | -8.8% | +191.4% | +182.5% |
| 10Y | +4,692.2% | +356.5% | +4,335.7% | +882.3% |
| All | +20,415.5% | +695.1% | +19,720.3% | +1,936.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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