+19,165.6%
SOXL vs DE
+1,491.9%
+17,673.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.1% | -8.1% | -8.2% |
| 7D | +8.5% | -2.4% | +10.8% | +12.1% |
| 30D | -13.0% | +9.7% | -22.7% | -26.4% |
| 3M | -35.9% | +21.4% | -57.3% | -52.7% |
| 6M | +112.1% | +15.0% | +97.0% | +71.6% |
| YTD | +175.4% | +46.4% | +129.0% | +46.5% |
| 1Y | +304.9% | +45.6% | +259.2% | +111.8% |
| 3Y | +448.6% | +76.8% | +371.8% | +116.5% |
| 5Y | +156.1% | +99.4% | +56.7% | -17.6% |
| 10Y | +4,957.3% | +864.6% | +4,092.8% | +59.2% |
| All | +19,165.6% | +1,491.9% | +17,673.7% | +137.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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