+119.5%
SOXL vs DRAM
+116.9%
+2.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -4.9% | -3.1% | -0.5% |
| 7D | +8.5% | +4.6% | +3.9% | +1.6% |
| 30D | -13.0% | +15.1% | -28.0% | -29.8% |
| 3M | -35.9% | +2.1% | -38.0% | -28.0% |
| All | +119.5% | +116.9% | +2.6% | +26.3% |
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 · Available span rolling