+20,848.2%
SOXL vs DG
+481.3%
+20,366.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.6% | +4.7% | +3.5% |
| 7D | +18.4% | -4.8% | +23.2% | +21.4% |
| 30D | -3.2% | +1.8% | -4.9% | -4.8% |
| 3M | -37.6% | +14.5% | -52.1% | -44.4% |
| 6M | +136.1% | -13.6% | +149.6% | +144.9% |
| YTD | +199.5% | -4.8% | +204.3% | +191.3% |
| 1Y | +363.2% | +21.6% | +341.7% | +277.8% |
| 3Y | +496.5% | +4.5% | +492.0% | +338.2% |
| 5Y | +184.8% | -38.5% | +223.3% | +228.1% |
| 10Y | +5,399.0% | +102.2% | +5,296.8% | +2,939.7% |
| All | +20,848.2% | +481.3% | +20,366.9% | +4,662.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling