-56.8%
SOXL vs DRAM
-17.8%
-39.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | DRAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +5.0% |
| 7D | -23.3% | -14.7% | -8.6% | +11.1% |
| 30D | -59.9% | -28.9% | -30.9% | -17.5% |
| 3M | -56.8% | -18.1% | -38.8% | -25.0% |
| All | -56.8% | -17.8% | -39.1% | -25.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling