+6.3%
SOXL vs DRAM
+50.5%
-44.2%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +4.3% |
| 7D | -23.3% | -14.7% | -8.6% | +8.1% |
| 30D | -59.9% | -28.9% | -30.9% | -20.2% |
| 3M | -56.8% | -18.1% | -38.8% | -29.5% |
| 6M | -68.3% | -23.0% | -45.3% | -26.6% |
| All | +6.3% | +50.5% | -44.2% | +29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling