+449.8%
SOXL vs O
+26.9%
+423.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.9% | -7.1% | -8.3% |
| 7D | +8.5% | -3.5% | +12.0% | +7.5% |
| 30D | -13.0% | -3.3% | -9.6% | -13.7% |
| 3M | -35.9% | -2.8% | -33.1% | -36.5% |
| 6M | +112.1% | -5.8% | +117.8% | +111.6% |
| YTD | +175.4% | +9.4% | +166.0% | +166.4% |
| 1Y | +304.9% | +5.7% | +299.2% | +294.5% |
| All | +449.8% | +26.9% | +423.0% | +362.3% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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