+317.7%
SOXL vs COO
-20.3%
+338.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.5% | +5.7% | +5.2% |
| 7D | +3.9% | -22.5% | +26.4% | -1.2% |
| 30D | -14.3% | -29.7% | +15.4% | -20.6% |
| 3M | -45.6% | -20.1% | -25.5% | -48.6% |
| 6M | +117.2% | -26.9% | +144.1% | +137.9% |
| YTD | +189.8% | -34.2% | +224.1% | +245.1% |
| 1Y | +317.7% | -21.3% | +339.0% | +335.2% |
| All | +317.7% | -20.3% | +338.1% | +335.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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