-62.0%
SOXL vs DRAM
-16.1%
-45.9%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DRAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | +3.8% |
| 7D | +60.3% | +18.0% | +42.4% | +23.2% |
| 30D | -48.6% | -17.4% | -31.3% | -18.8% |
| 3M | -53.9% | -20.3% | -33.5% | -20.6% |
| 6M | -62.0% | -14.9% | -47.1% | -30.2% |
| All | -62.0% | -16.1% | -45.9% | -30.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling