+50.0%
SOXL vs DASH
-14.2%
+64.3%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.3% |
| 7D | +60.3% | -4.1% | +64.4% | +61.3% |
| 30D | -48.6% | -10.6% | -38.0% | -46.7% |
| 3M | -53.9% | -18.8% | -35.1% | -52.3% |
| 6M | -62.0% | +11.2% | -73.2% | -63.6% |
| YTD | +56.0% | -23.8% | +79.8% | +72.6% |
| 1Y | +50.0% | -12.2% | +62.2% | +54.7% |
| All | +50.0% | -14.2% | +64.3% | +54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 DASH 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