-25.4%
SOXL vs DOC
-21.4%
-3.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +0.7% | +11.8% | +11.8% |
| 7D | -40.3% | +6.5% | -46.8% | -44.2% |
| 30D | -71.1% | +9.2% | -80.2% | -74.3% |
| 3M | -65.2% | -2.5% | -62.7% | -65.3% |
| 6M | -72.3% | +7.1% | -79.3% | -76.4% |
| YTD | +9.4% | +33.0% | -23.5% | -29.9% |
| 1Y | +7.0% | +23.3% | -16.3% | -25.5% |
| 3Y | +156.4% | +44.9% | +111.4% | +31.8% |
| All | -25.4% | -21.4% | -3.9% | +32.3% |
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