+4,671.5%
SOXL vs JD
+20.5%
+4,651.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.1% | -8.1% | -8.1% |
| 7D | +8.5% | -2.6% | +11.0% | +10.8% |
| 30D | -13.0% | -15.4% | +2.4% | -1.0% |
| 3M | -35.9% | -5.0% | -30.9% | -35.6% |
| 6M | +112.1% | +0.9% | +111.1% | +102.9% |
| YTD | +175.4% | -2.5% | +177.9% | +171.4% |
| 1Y | +304.9% | -16.0% | +320.9% | +360.9% |
| 3Y | +448.6% | -8.5% | +457.1% | +412.0% |
| 5Y | +156.1% | -61.8% | +217.9% | +362.2% |
| All | +4,671.5% | +20.5% | +4,651.0% | +3,247.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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