+158.5%
SOXL vs DECK
+25.5%
+132.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.6% | +8.3% | +8.3% |
| 7D | +5.3% | -2.2% | +7.6% | +8.0% |
| 30D | -11.2% | -13.6% | +2.4% | +1.2% |
| 3M | -55.4% | -21.2% | -34.1% | -46.8% |
| 6M | +107.1% | -21.1% | +128.2% | +150.0% |
| YTD | +179.0% | -17.2% | +196.3% | +195.5% |
| 1Y | +357.4% | -30.7% | +388.1% | +470.5% |
| 3Y | +397.5% | -3.4% | +400.8% | +239.1% |
| All | +158.5% | +25.5% | +132.9% | +12.8% |
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