+355.3%
SOXL vs DASH
-19.6%
+375.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -5.3% | +10.4% | +6.4% |
| 7D | +16.4% | -11.2% | +27.6% | +19.5% |
| 30D | -12.1% | -7.3% | -4.8% | -11.1% |
| 3M | -41.7% | +31.4% | -73.1% | -48.9% |
| 6M | +157.4% | +11.9% | +145.5% | +137.7% |
| YTD | +193.3% | -11.5% | +204.8% | +220.0% |
| 1Y | +355.3% | -20.0% | +375.4% | +554.0% |
| All | +355.3% | -19.6% | +375.0% | +554.0% |
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