+10.6%
SOXL vs DRAM
+57.0%
-46.4%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -2.9% | -8.1% | -6.2% |
| 7D | +26.9% | +7.9% | +18.9% | +13.9% |
| 30D | -47.2% | -15.4% | -31.8% | -20.1% |
| 3M | -59.9% | -25.5% | -34.3% | -23.2% |
| 6M | -68.3% | -22.3% | -46.1% | -28.8% |
| All | +10.6% | +57.0% | -46.4% | +26.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling