+20,415.5%
SOXL vs DLR
+565.6%
+19,849.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.6% | +4.5% | +4.3% |
| 7D | +16.4% | +3.4% | +13.0% | +11.5% |
| 30D | -12.1% | -2.2% | -9.9% | -8.7% |
| 3M | -41.7% | +4.7% | -46.4% | -46.3% |
| 6M | +157.4% | +9.0% | +148.4% | +131.2% |
| YTD | +193.3% | +24.1% | +169.1% | +124.8% |
| 1Y | +355.3% | +20.9% | +334.4% | +265.8% |
| 3Y | +484.2% | +60.0% | +424.1% | +281.7% |
| 5Y | +182.7% | +35.3% | +147.4% | +144.1% |
| 10Y | +4,692.2% | +165.8% | +4,526.5% | +1,966.9% |
| All | +20,415.5% | +565.6% | +19,849.8% | +2,731.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling