+1,107.6%
SOXL vs DT
+98.4%
+1,009.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +1.5% |
| 7D | +18.4% | -0.5% | +18.9% | +18.3% |
| 30D | -3.2% | +0.1% | -3.2% | -4.9% |
| 3M | -37.6% | +24.1% | -61.7% | -54.2% |
| 6M | +136.1% | +30.1% | +106.0% | +49.9% |
| YTD | +199.5% | +16.8% | +182.7% | +107.0% |
| 1Y | +363.2% | -0.1% | +363.3% | +277.6% |
| 3Y | +496.5% | +6.8% | +489.6% | +378.2% |
| 5Y | +184.8% | -28.4% | +213.2% | +277.7% |
| All | +1,107.6% | +98.4% | +1,009.1% | +514.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling