-8.6%
SOXL vs DECK
+30.0%
-38.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | +4.3% | +18.0% | +17.9% |
| 7D | -17.6% | +6.4% | -23.9% | -22.3% |
| 30D | -59.8% | +9.1% | -68.9% | -63.5% |
| 3M | -59.9% | -7.2% | -52.7% | -57.9% |
| 6M | -68.2% | -9.9% | -58.3% | -67.5% |
| YTD | +33.8% | -12.8% | +46.6% | +32.6% |
| 1Y | +34.7% | +10.6% | +24.1% | -0.7% |
| 3Y | +211.0% | -13.8% | +224.9% | +151.4% |
| 5Y | -8.6% | +27.6% | -36.2% | -51.3% |
| All | -8.6% | +30.0% | -38.6% | -51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling