+446.4%
SOXL vs DASH
+160.1%
+286.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -4.6% | +14.5% | +13.8% |
| 7D | +5.3% | -10.6% | +15.9% | +15.3% |
| 30D | -11.2% | +2.2% | -13.4% | -14.2% |
| 3M | -55.4% | +32.3% | -87.6% | -67.2% |
| 6M | +107.1% | +19.1% | +88.0% | +58.1% |
| YTD | +179.0% | -6.5% | +185.6% | +173.9% |
| 1Y | +357.4% | -14.9% | +372.3% | +395.8% |
| All | +446.4% | +160.1% | +286.2% | +105.3% |
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