+62.3%
SOXL vs DASH
-1.3%
+63.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | -0.1% | +12.6% | +12.6% |
| 7D | -40.3% | +0.4% | -40.7% | -39.7% |
| 30D | -71.1% | -6.0% | -65.0% | -69.5% |
| 3M | -65.2% | -15.8% | -49.5% | -60.9% |
| 6M | -72.3% | +7.0% | -79.2% | -76.3% |
| YTD | +9.4% | -20.7% | +30.1% | +17.7% |
| 1Y | +7.0% | -8.5% | +15.5% | +0.4% |
| 3Y | +156.4% | +101.8% | +54.6% | +35.8% |
| 5Y | -22.2% | -9.6% | -12.6% | -38.2% |
| All | +62.3% | -1.3% | +63.6% | +20.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling