+4,921.3%
SOXL vs DLR
+177.5%
+4,743.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.7% | +3.5% | +2.9% |
| 7D | +3.9% | +0.1% | +3.8% | +4.0% |
| 30D | -14.3% | -4.3% | -10.0% | -8.2% |
| 3M | -45.6% | +3.8% | -49.4% | -49.7% |
| 6M | +117.2% | +5.8% | +111.4% | +101.3% |
| YTD | +189.8% | +23.5% | +166.3% | +119.8% |
| 1Y | +317.7% | +11.1% | +306.7% | +271.5% |
| 3Y | +478.6% | +57.9% | +420.7% | +273.2% |
| 5Y | +169.5% | +44.0% | +125.5% | +108.9% |
| All | +4,921.3% | +177.5% | +4,743.8% | +2,292.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 10y: compounded portfolio wealth divided by compounded DLR 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…
10y analysis · Full analysis span regression · 6 months rolling