+162.3%
SOXL vs DBX
+11.7%
+150.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.5% | +3.8% | +3.7% |
| 7D | +3.9% | +2.1% | +1.8% | +1.3% |
| 30D | -14.3% | +5.7% | -20.0% | -20.8% |
| 3M | -45.6% | +31.8% | -77.4% | -65.0% |
| 6M | +117.2% | +37.5% | +79.7% | +18.4% |
| YTD | +189.8% | +27.9% | +161.9% | +69.2% |
| 1Y | +317.7% | +15.0% | +302.7% | +175.5% |
| 3Y | +478.6% | +27.2% | +451.4% | +189.7% |
| All | +162.3% | +11.7% | +150.6% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 5y: compounded portfolio wealth divided by compounded DBX 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…
5y analysis · Full analysis span regression · 6 months rolling