+184.8%
SOXL vs COO
-44.2%
+229.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.2% | +8.3% | +9.5% |
| 7D | +18.4% | -9.0% | +27.3% | +30.9% |
| 30D | -3.2% | -16.8% | +13.6% | +18.2% |
| 3M | -37.6% | -7.5% | -30.1% | -36.8% |
| 6M | +136.1% | -16.3% | +152.3% | +156.2% |
| YTD | +199.5% | -22.5% | +222.0% | +265.9% |
| 1Y | +363.2% | -7.0% | +370.2% | +318.0% |
| 3Y | +496.5% | -27.5% | +523.9% | +563.1% |
| 5Y | +184.8% | -43.3% | +228.1% | +479.6% |
| All | +184.8% | -44.2% | +229.0% | +479.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling