+397.5%
SOXL vs DOC
+20.8%
+376.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.8% | +11.7% | +11.2% |
| 7D | +5.3% | -1.5% | +6.8% | +6.3% |
| 30D | -11.2% | -4.8% | -6.4% | -8.2% |
| 3M | -55.4% | +6.9% | -62.2% | -59.4% |
| 6M | +107.1% | +20.7% | +86.4% | +69.8% |
| YTD | +179.0% | +34.1% | +144.9% | +106.7% |
| 1Y | +357.4% | +22.6% | +334.7% | +264.9% |
| All | +397.5% | +20.8% | +376.7% | +273.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling