+317.7%
SOXL vs DFNS
-98.2%
+415.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.5% | +7.8% | +5.3% |
| 7D | +3.9% | -6.3% | +10.2% | +3.9% |
| 30D | -14.3% | -74.0% | +59.7% | -13.5% |
| 3M | -45.6% | -70.1% | +24.5% | -33.0% |
| 6M | +117.2% | -93.9% | +211.1% | +245.9% |
| YTD | +189.8% | -98.1% | +287.9% | +474.3% |
| 1Y | +317.7% | -98.3% | +416.0% | +726.5% |
| All | +317.7% | -98.2% | +415.9% | +726.5% |
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