+127.9%
SOXL vs DECK
-12.4%
+140.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -38.7% | -1.5% | -37.2% | -37.6% |
| 7D | -60.1% | +6.0% | -66.1% | -61.9% |
| 30D | -75.1% | +7.4% | -82.6% | -76.7% |
| 3M | -69.0% | -11.7% | -57.4% | -66.6% |
| 6M | -71.6% | -11.0% | -60.7% | -70.8% |
| YTD | -2.7% | -15.4% | +12.7% | +0.7% |
| 1Y | -12.7% | +7.2% | -19.9% | -28.8% |
| All | +127.9% | -12.4% | +140.3% | +156.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling