+20,848.2%
SOXL vs DD
+278.4%
+20,569.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.6% | +4.7% | +6.3% |
| 7D | +18.4% | -3.8% | +22.1% | +25.7% |
| 30D | -3.2% | -9.2% | +6.1% | +13.6% |
| 3M | -37.6% | -9.0% | -28.6% | -25.7% |
| 6M | +136.1% | -5.0% | +141.0% | +178.7% |
| YTD | +199.5% | +7.4% | +192.1% | +189.2% |
| 1Y | +363.2% | +35.1% | +328.1% | +206.2% |
| 3Y | +496.5% | +43.2% | +453.3% | +309.6% |
| 5Y | +184.8% | +59.6% | +125.2% | +116.2% |
| 10Y | +5,399.0% | +66.5% | +5,332.5% | +4,526.1% |
| All | +20,848.2% | +278.4% | +20,569.7% | +6,081.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling