+4,921.3%
SOXL vs DD
+66.6%
+4,854.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.3% | +5.5% | +5.7% |
| 7D | +3.9% | -3.5% | +7.4% | +10.1% |
| 30D | -14.3% | -11.7% | -2.7% | +6.1% |
| 3M | -45.6% | -9.2% | -36.4% | -35.3% |
| 6M | +117.2% | -7.2% | +124.4% | +168.3% |
| YTD | +189.8% | +6.6% | +183.2% | +182.1% |
| 1Y | +317.7% | +32.0% | +285.7% | +180.7% |
| 3Y | +478.6% | +42.1% | +436.5% | +288.7% |
| 5Y | +169.5% | +58.1% | +111.4% | +98.7% |
| All | +4,921.3% | +66.6% | +4,854.7% | +4,366.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling