+55.9%
SOXL vs DTE
+5.6%
+50.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +2.4% | -11.2% | -6.3% |
| 7D | -37.9% | +4.2% | -42.1% | -35.0% |
| 30D | -59.4% | +10.0% | -69.4% | -55.5% |
| 3M | -52.3% | -2.1% | -50.2% | -52.4% |
| 6M | -47.7% | -4.7% | -43.0% | -48.5% |
| YTD | +58.8% | +9.3% | +49.4% | +44.0% |
| 1Y | +55.9% | +6.6% | +49.3% | +44.5% |
| All | +55.9% | +5.6% | +50.3% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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