-65.2%
SOXL vs DASH
-16.3%
-48.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | -0.1% | +12.6% | +12.5% |
| 7D | -40.3% | +0.4% | -40.7% | -35.6% |
| 30D | -71.1% | -6.0% | -65.0% | -68.6% |
| 3M | -65.2% | -15.8% | -49.5% | -67.0% |
| All | -65.2% | -16.3% | -48.9% | -67.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling