+772.4%
SOXL vs DFNS
-99.9%
+872.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.8% | +5.9% | +5.1% |
| 7D | +16.4% | +0.8% | +15.6% | +16.4% |
| 30D | -12.1% | -73.2% | +61.1% | -12.4% |
| 3M | -41.7% | -72.4% | +30.7% | -41.3% |
| 6M | +157.4% | -95.2% | +252.6% | +158.8% |
| YTD | +193.3% | -98.0% | +291.3% | +194.5% |
| 1Y | +355.3% | -98.3% | +453.6% | +357.8% |
| 3Y | +484.2% | -99.9% | +584.0% | +472.3% |
| 5Y | +182.7% | -99.9% | +282.5% | +243.0% |
| All | +772.4% | -99.9% | +872.3% | +1,083.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling