+1,540.5%
SOXL vs DOC
+15.7%
+1,524.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +0.7% | +11.8% | +11.8% |
| 7D | -40.3% | +6.5% | -46.8% | -44.3% |
| 30D | -71.1% | +9.2% | -80.2% | -74.3% |
| 3M | -65.2% | -2.5% | -62.7% | -65.5% |
| 6M | -72.3% | +7.1% | -79.3% | -76.2% |
| YTD | +9.4% | +33.0% | -23.5% | -26.7% |
| 1Y | +7.0% | +23.3% | -16.3% | -23.0% |
| 3Y | +156.4% | +44.9% | +111.4% | +51.2% |
| 5Y | -22.2% | -21.6% | -0.5% | -0.5% |
| All | +1,540.5% | +15.7% | +1,524.8% | +1,558.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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