+2,202.2%
SOXL vs DECK
+730.5%
+1,471.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.6% | +3.7% |
| 7D | +60.3% | -3.7% | +64.0% | +66.6% |
| 30D | -48.6% | +0.6% | -49.2% | -49.5% |
| 3M | -53.9% | -7.3% | -46.6% | -51.6% |
| 6M | -62.0% | -10.9% | -51.1% | -60.9% |
| YTD | +56.0% | -18.5% | +74.5% | +65.2% |
| 1Y | +50.0% | +0.2% | +49.9% | +25.8% |
| 3Y | +223.8% | -19.8% | +243.6% | +221.8% |
| 5Y | +6.7% | +18.7% | -12.0% | -26.0% |
| All | +2,202.2% | +730.5% | +1,471.7% | +449.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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