+162.3%
SOXL vs O
+15.7%
+146.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.1% | +5.4% | +5.3% |
| 7D | +3.9% | -2.9% | +6.7% | +6.1% |
| 30D | -14.3% | -4.5% | -9.8% | -11.5% |
| 3M | -45.6% | -2.6% | -43.0% | -46.8% |
| 6M | +117.2% | -5.6% | +122.8% | +116.9% |
| YTD | +189.8% | +9.3% | +180.6% | +144.5% |
| 1Y | +317.7% | +4.3% | +313.4% | +269.0% |
| 3Y | +478.6% | +27.4% | +451.2% | +241.6% |
| All | +162.3% | +15.7% | +146.6% | +118.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling