+136.1%
SOXL vs DG
-13.1%
+149.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.6% | +4.7% | +1.1% |
| 7D | +18.4% | -4.8% | +23.2% | +16.1% |
| 30D | -3.2% | +1.8% | -4.9% | -2.1% |
| 3M | -37.6% | +14.5% | -52.1% | -38.2% |
| 6M | +136.1% | -13.6% | +149.6% | +172.0% |
| All | +136.1% | -13.1% | +149.2% | +172.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling