+98.4%
SOXL vs DASH
-0.6%
+99.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | +0.7% | +21.5% | +21.7% |
| 7D | -17.6% | -4.8% | -12.8% | -12.1% |
| 30D | -59.8% | -7.9% | -51.9% | -56.8% |
| 3M | -59.9% | -16.3% | -43.6% | -54.6% |
| 6M | -68.2% | +10.4% | -78.6% | -73.3% |
| YTD | +33.8% | -20.1% | +53.9% | +43.3% |
| 1Y | +34.7% | -11.4% | +46.2% | +30.7% |
| 3Y | +211.0% | +114.1% | +97.0% | +57.2% |
| 5Y | -8.6% | -5.8% | -2.8% | -29.0% |
| All | +98.4% | -0.6% | +99.0% | +47.0% |
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 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