+478.6%
SOXL vs OMC
+10.5%
+468.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.6% | +5.8% | +5.6% |
| 7D | +3.9% | -4.4% | +8.2% | +6.3% |
| 30D | -14.3% | -7.6% | -6.7% | -11.2% |
| 3M | -45.6% | +4.5% | -50.1% | -50.8% |
| 6M | +117.2% | -0.3% | +117.4% | +103.2% |
| YTD | +189.8% | -0.1% | +190.0% | +162.0% |
| 1Y | +317.7% | +4.6% | +313.1% | +234.3% |
| 3Y | +478.6% | +10.5% | +468.2% | +306.9% |
| All | +478.6% | +10.5% | +468.2% | +306.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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