+357.4%
SOXL vs DFNS
-98.3%
+455.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.6% | +9.3% | +9.9% |
| 7D | +5.3% | -16.0% | +21.3% | +5.5% |
| 30D | -11.2% | -77.7% | +66.5% | -10.4% |
| 3M | -55.4% | -77.2% | +21.8% | -41.9% |
| 6M | +107.1% | -95.2% | +202.3% | +245.9% |
| YTD | +179.0% | -98.0% | +277.0% | +448.1% |
| 1Y | +357.4% | -98.3% | +455.6% | +869.2% |
| All | +357.4% | -98.3% | +455.7% | +869.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 1y: compounded portfolio wealth divided by compounded DFNS 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…
1y analysis · Full analysis span regression · 6 months rolling