+258.8%
SOXL vs OSCR
-9.0%
+267.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.6% | +4.7% | +5.0% |
| 7D | +3.9% | +1.6% | +2.3% | +3.2% |
| 30D | -14.3% | +10.7% | -25.0% | -17.6% |
| 3M | -45.6% | +13.4% | -59.0% | -49.5% |
| 6M | +117.2% | +144.6% | -27.4% | +50.1% |
| YTD | +189.8% | +128.0% | +61.8% | +104.3% |
| 1Y | +317.7% | +68.7% | +249.1% | +218.7% |
| 3Y | +478.6% | +398.8% | +79.8% | +153.4% |
| 5Y | +169.5% | +87.3% | +82.2% | +23.6% |
| All | +258.8% | -9.0% | +267.8% | +124.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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