+55.9%
SOXL vs OTIS
-9.8%
+65.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +3.9% | -12.7% | -4.7% |
| 7D | -37.9% | +9.5% | -47.4% | -31.0% |
| 30D | -59.4% | +21.1% | -80.5% | -51.3% |
| 3M | -52.3% | +9.0% | -61.3% | -45.2% |
| 6M | -47.7% | +6.4% | -54.1% | -39.4% |
| YTD | +58.8% | -7.1% | +65.9% | +76.9% |
| 1Y | +55.9% | -10.1% | +66.0% | +69.4% |
| All | +55.9% | -9.8% | +65.7% | +69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 1y: compounded portfolio wealth divided by compounded OTIS 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…
1y analysis · Full analysis span regression · 6 months rolling