+449.8%
SOXL vs DT
+8.0%
+441.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +1.6% | -9.7% | -9.0% |
| 7D | +8.5% | -2.5% | +11.0% | +9.8% |
| 30D | -13.0% | +3.5% | -16.5% | -15.6% |
| 3M | -35.9% | +26.7% | -62.6% | -48.3% |
| 6M | +112.1% | +36.1% | +75.9% | +50.4% |
| YTD | +175.4% | +18.6% | +156.8% | +121.8% |
| 1Y | +304.9% | +7.9% | +297.0% | +264.9% |
| All | +449.8% | +8.0% | +441.9% | +400.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling