+196.5%
SOXL vs DRI
+68.2%
+128.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +0.4% | -11.4% | -11.2% |
| 7D | +26.9% | +1.1% | +25.8% | +26.3% |
| 30D | -47.2% | +9.7% | -56.9% | -50.1% |
| 3M | -59.9% | +3.2% | -63.0% | -61.0% |
| 6M | -68.3% | +20.6% | -88.9% | -73.4% |
| YTD | +38.8% | +28.3% | +10.6% | +8.7% |
| 1Y | +48.8% | +34.5% | +14.3% | +10.9% |
| 3Y | +196.5% | +66.5% | +130.0% | +85.3% |
| All | +196.5% | +68.2% | +128.3% | +85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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