+55.9%
SOXL vs DVA
+62.2%
-6.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +5.8% | -14.6% | -8.0% |
| 7D | -37.9% | +4.7% | -42.6% | -37.3% |
| 30D | -59.4% | +7.8% | -67.2% | -58.7% |
| 3M | -52.3% | -15.5% | -36.8% | -52.1% |
| 6M | -47.7% | +25.0% | -72.7% | -47.4% |
| YTD | +58.8% | +69.6% | -10.8% | +79.2% |
| 1Y | +55.9% | +60.6% | -4.7% | +71.3% |
| All | +55.9% | +62.2% | -6.3% | +71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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