+4,921.3%
SOXL vs DVA
+187.8%
+4,733.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.1% | +5.1% | +5.2% |
| 7D | +3.9% | -1.3% | +5.2% | +4.7% |
| 30D | -14.3% | 0.0% | -14.3% | -14.6% |
| 3M | -45.6% | -10.9% | -34.7% | -43.8% |
| 6M | +117.2% | +17.3% | +99.9% | +85.5% |
| YTD | +189.8% | +59.8% | +130.0% | +89.7% |
| 1Y | +317.7% | +36.3% | +281.5% | +202.7% |
| 3Y | +478.6% | +88.6% | +390.0% | +201.3% |
| 5Y | +169.5% | +47.5% | +122.0% | +62.7% |
| All | +4,921.3% | +187.8% | +4,733.5% | +1,892.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling