+357.4%
SOXL vs DG
+23.4%
+333.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.5% | +8.4% | +10.1% |
| 7D | +5.3% | +8.4% | -3.1% | +6.8% |
| 30D | -11.2% | +4.9% | -16.1% | -10.3% |
| 3M | -55.4% | +29.3% | -84.7% | -55.3% |
| 6M | +107.1% | -11.3% | +118.4% | +116.6% |
| YTD | +179.0% | +1.8% | +177.3% | +187.7% |
| 1Y | +357.4% | +25.3% | +332.0% | +358.4% |
| All | +357.4% | +23.4% | +333.9% | +358.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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