-62.0%
SOXL vs DIS
+13.5%
-75.5%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -2.5% |
| 7D | +60.3% | +0.9% | +59.5% | +61.4% |
| 30D | -48.6% | +8.9% | -57.5% | -40.2% |
| 3M | -53.9% | +14.5% | -68.4% | -40.7% |
| 6M | -62.0% | +12.2% | -74.2% | -45.8% |
| All | -62.0% | +13.5% | -75.5% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DIS.
Daily Out/Under-Performance
Portfolio return minus DIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIS 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 DIS 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