+20,415.5%
SOXL vs DRI
+856.5%
+19,558.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.8% | +6.9% | +7.1% |
| 7D | +16.4% | -1.2% | +17.6% | +17.7% |
| 30D | -12.1% | -0.4% | -11.7% | -12.9% |
| 3M | -41.7% | +9.5% | -51.2% | -49.7% |
| 6M | +157.4% | +6.5% | +150.9% | +125.8% |
| YTD | +193.3% | +18.4% | +174.9% | +124.4% |
| 1Y | +355.3% | +4.2% | +351.1% | +294.4% |
| 3Y | +484.2% | +57.1% | +427.1% | +212.8% |
| 5Y | +182.7% | +70.4% | +112.2% | +65.6% |
| 10Y | +4,692.2% | +354.0% | +4,338.2% | +764.2% |
| All | +20,415.5% | +856.5% | +19,558.9% | +1,171.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling