-11.0%
SOXL vs NOK
+11.9%
-22.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.3% | -6.7% | -6.1% |
| 7D | +8.5% | +8.7% | -0.2% | -3.8% |
| 30D | -13.0% | +12.5% | -25.5% | -26.1% |
| All | -11.0% | +11.9% | -22.9% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NOK.
Daily Out/Under-Performance
Portfolio return minus NOK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOK 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 1mo: compounded portfolio wealth divided by compounded NOK 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…
1mo analysis · Full analysis span regression · Available span rolling