-5.1%
ROL vs SOXQ
+251.3%
-256.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +0.3% |
| 7D | -3.2% | +2.3% | -5.5% | -3.4% |
| 30D | -6.6% | -3.9% | -2.7% | -6.4% |
| 3M | -27.3% | -4.7% | -22.6% | -27.5% |
| 6M | -38.1% | +47.9% | -86.0% | -41.8% |
| YTD | -41.8% | +64.3% | -106.1% | -46.0% |
| 1Y | -37.8% | +95.7% | -133.5% | -44.0% |
| 3Y | -0.3% | +231.5% | -231.8% | -20.6% |
| 5Y | -5.1% | +255.0% | -260.0% | -29.4% |
| All | -5.1% | +251.3% | -256.4% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 5y: compounded portfolio wealth divided by compounded SOXQ 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…
5y analysis · Full analysis span regression · 6 months rolling