+357.4%
SOXL vs DT
+4.0%
+353.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.6% | +11.5% | +9.5% |
| 7D | +5.3% | -3.3% | +8.6% | +4.7% |
| 30D | -11.2% | +2.0% | -13.2% | -10.3% |
| 3M | -55.4% | +20.0% | -75.4% | -52.9% |
| 6M | +107.1% | +39.3% | +67.8% | +120.0% |
| YTD | +179.0% | +19.8% | +159.3% | +214.8% |
| 1Y | +357.4% | +4.3% | +353.1% | +457.2% |
| All | +357.4% | +4.0% | +353.3% | +457.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 1y: compounded portfolio wealth divided by compounded DT 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…
1y analysis · Full analysis span regression · 6 months rolling