+1,068.7%
SOXL vs DT
+100.3%
+968.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.7% | +5.9% | +5.9% |
| 7D | +3.9% | -1.6% | +5.5% | +5.1% |
| 30D | -14.3% | +3.0% | -17.4% | -18.4% |
| 3M | -45.6% | +26.5% | -72.1% | -60.9% |
| 6M | +117.2% | +35.9% | +81.3% | +31.5% |
| YTD | +189.8% | +17.8% | +172.0% | +98.1% |
| 1Y | +317.7% | +4.1% | +313.7% | +227.4% |
| 3Y | +478.6% | +5.3% | +473.3% | +371.4% |
| 5Y | +169.5% | -27.2% | +196.7% | +250.9% |
| All | +1,068.7% | +100.3% | +968.4% | +488.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling