+162.3%
SOXL vs DG
-37.9%
+200.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.3% | +3.9% | +5.0% |
| 7D | +3.9% | -6.5% | +10.3% | +5.0% |
| 30D | -14.3% | +4.2% | -18.5% | -15.0% |
| 3M | -45.6% | +9.5% | -55.1% | -47.3% |
| 6M | +117.2% | -13.1% | +130.3% | +121.4% |
| YTD | +189.8% | -4.8% | +194.7% | +188.7% |
| 1Y | +317.7% | +20.6% | +297.1% | +290.2% |
| 3Y | +478.6% | +4.9% | +473.7% | +439.1% |
| All | +162.3% | -37.9% | +200.2% | +265.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling