+12.5%
ROL vs SOXQ
+288.7%
-276.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -2.6% |
| 7D | -3.4% | +5.3% | -8.7% | -3.8% |
| 30D | -6.9% | -3.7% | -3.2% | -6.7% |
| 3M | -24.6% | -7.8% | -16.8% | -24.5% |
| 6M | -39.5% | +58.4% | -97.9% | -43.6% |
| YTD | -41.1% | +68.1% | -109.3% | -45.5% |
| 1Y | -37.9% | +105.4% | -143.3% | -44.4% |
| 3Y | +0.8% | +239.2% | -238.4% | -19.7% |
| 5Y | -4.7% | +266.9% | -271.6% | -27.1% |
| All | +12.5% | +288.7% | -276.3% | -14.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling