+1,540.5%
SOXL vs DECK
+874.1%
+666.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | -1.2% | +13.7% | +13.7% |
| 7D | -40.3% | +5.8% | -46.1% | -44.1% |
| 30D | -71.1% | +7.9% | -78.9% | -73.7% |
| 3M | -65.2% | -11.4% | -53.8% | -62.1% |
| 6M | -72.3% | -16.6% | -55.7% | -69.6% |
| YTD | +9.4% | -16.4% | +25.8% | +12.7% |
| 1Y | +7.0% | +8.6% | -1.7% | -18.6% |
| 3Y | +156.4% | -15.1% | +171.5% | +139.3% |
| 5Y | -22.2% | +22.9% | -45.0% | -47.8% |
| All | +1,540.5% | +874.1% | +666.4% | +269.9% |
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