+19,418.6%
SOXL vs ORCL
+698.8%
+18,719.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ORCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.1% | +6.8% | +5.6% |
| 7D | +5.3% | +5.3% | +0.1% | -2.4% |
| 30D | -11.2% | +10.0% | -21.2% | -23.2% |
| 3M | -55.4% | -32.6% | -22.8% | -19.7% |
| 6M | +107.1% | +4.9% | +102.2% | +79.3% |
| YTD | +179.0% | -17.8% | +196.8% | +230.4% |
| 1Y | +357.4% | -28.0% | +385.4% | +367.1% |
| 3Y | +397.5% | +36.0% | +361.4% | +71.1% |
| 5Y | +155.9% | +88.7% | +67.2% | -43.6% |
| 10Y | +4,301.6% | +346.9% | +3,954.7% | +160.7% |
| All | +19,418.6% | +698.8% | +18,719.8% | +404.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ORCL.
Daily Out/Under-Performance
Portfolio return minus ORCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ORCL 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 ORCL 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