+1,149.8%
SOXL vs DBX
+22.6%
+1,127.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.5% | +3.8% | +3.8% |
| 7D | +3.9% | +2.1% | +1.8% | +1.5% |
| 30D | -14.3% | +5.7% | -20.0% | -20.3% |
| 3M | -45.6% | +31.8% | -77.4% | -63.3% |
| 6M | +117.2% | +37.5% | +79.7% | +29.0% |
| YTD | +189.8% | +27.9% | +161.9% | +81.8% |
| 1Y | +317.7% | +15.0% | +302.7% | +189.3% |
| 3Y | +478.6% | +27.2% | +451.4% | +253.1% |
| 5Y | +169.5% | +12.8% | +156.7% | +119.6% |
| All | +1,149.8% | +22.6% | +1,127.2% | +654.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling