+26.5%
SOXL vs DRAM
+67.1%
-40.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -5.3% | -3.5% | -0.2% |
| 7D | -37.9% | -16.6% | -21.2% | -14.3% |
| 30D | -59.4% | -26.9% | -32.6% | -29.5% |
| 3M | -52.3% | -17.8% | -34.5% | -29.3% |
| 6M | -47.7% | +6.2% | -53.9% | -24.1% |
| All | +26.5% | +67.1% | -40.6% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DRAM.
Daily Out/Under-Performance
Portfolio return minus DRAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRAM 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 1y: compounded portfolio wealth divided by compounded DRAM 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…
1y analysis · Full analysis span regression · 6 months rolling