+449.8%
SOXL vs DLR
+55.5%
+394.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -2.0% | -6.1% | -4.7% |
| 7D | +8.5% | -1.3% | +9.7% | +11.2% |
| 30D | -13.0% | -2.9% | -10.1% | -7.5% |
| 3M | -35.9% | +3.2% | -39.1% | -41.9% |
| 6M | +112.1% | +3.9% | +108.2% | +95.7% |
| YTD | +175.4% | +21.4% | +154.0% | +92.9% |
| 1Y | +304.9% | +9.7% | +295.2% | +245.4% |
| All | +449.8% | +55.5% | +394.3% | +199.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling