+317.7%
SOXL vs DT
+6.2%
+311.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.7% | +5.9% | +5.1% |
| 7D | +3.9% | -1.6% | +5.5% | +3.6% |
| 30D | -14.3% | +3.0% | -17.4% | -13.4% |
| 3M | -45.6% | +26.5% | -72.1% | -42.9% |
| 6M | +117.2% | +35.9% | +81.3% | +130.4% |
| YTD | +189.8% | +17.8% | +172.0% | +231.1% |
| 1Y | +317.7% | +4.1% | +313.7% | +440.3% |
| All | +317.7% | +6.2% | +311.5% | +440.3% |
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