+196.5%
SOXL vs COO
-24.0%
+220.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +0.7% | -11.7% | -11.3% |
| 7D | +26.9% | +0.5% | +26.4% | +26.7% |
| 30D | -47.2% | +14.2% | -61.4% | -51.2% |
| 3M | -59.9% | -18.2% | -41.6% | -55.7% |
| 6M | -68.3% | +5.3% | -73.7% | -73.0% |
| YTD | +38.8% | -23.6% | +62.4% | +61.4% |
| 1Y | +48.8% | -12.7% | +61.5% | +51.4% |
| 3Y | +196.5% | -24.2% | +220.7% | +207.6% |
| All | +196.5% | -24.0% | +220.5% | +207.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling