-30.8%
SOXL vs DOC
-22.1%
-8.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -38.7% | -0.2% | -38.5% | -38.5% |
| 7D | -60.1% | +6.2% | -66.3% | -62.7% |
| 30D | -75.1% | +6.5% | -81.6% | -77.3% |
| 3M | -69.0% | -6.2% | -62.8% | -67.9% |
| 6M | -71.6% | +25.6% | -97.2% | -80.3% |
| YTD | -2.7% | +32.1% | -34.8% | -37.3% |
| 1Y | -12.7% | +20.3% | -33.0% | -37.3% |
| 3Y | +126.3% | +42.7% | +83.6% | +18.8% |
| 5Y | -30.8% | -22.2% | -8.6% | +23.9% |
| All | -30.8% | -22.1% | -8.7% | +23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling