+20,415.5%
SOXL vs O
+376.1%
+20,039.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.5% | +5.5% |
| 7D | +16.4% | -0.6% | +16.9% | +17.0% |
| 30D | -12.1% | -2.0% | -10.2% | -10.4% |
| 3M | -41.7% | +3.0% | -44.7% | -46.8% |
| 6M | +157.4% | -3.6% | +161.0% | +151.0% |
| YTD | +193.3% | +12.1% | +181.2% | +136.7% |
| 1Y | +355.3% | +8.9% | +346.5% | +277.7% |
| 3Y | +484.2% | +30.3% | +453.8% | +254.9% |
| 5Y | +182.7% | +13.7% | +168.9% | +121.4% |
| 10Y | +4,692.2% | +50.3% | +4,642.0% | +2,701.2% |
| All | +20,415.5% | +376.1% | +20,039.3% | +1,324.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling