+196.5%
SOXL vs DASH
+97.8%
+98.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -0.6% | -10.4% | -10.5% |
| 7D | +26.9% | -4.5% | +31.4% | +31.8% |
| 30D | -47.2% | -6.8% | -40.4% | -43.9% |
| 3M | -59.9% | -20.7% | -39.2% | -52.3% |
| 6M | -68.3% | +15.1% | -83.4% | -75.3% |
| YTD | +38.8% | -24.3% | +63.1% | +63.2% |
| 1Y | +48.8% | -12.1% | +60.9% | +42.3% |
| 3Y | +196.5% | +91.1% | +105.4% | +5.9% |
| All | +196.5% | +97.8% | +98.7% | +5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling