+357.4%
SOXL vs OTIS
-14.9%
+372.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.4% | +10.3% | +9.8% |
| 7D | +5.3% | -0.7% | +6.1% | +5.1% |
| 30D | -11.2% | -2.0% | -9.2% | -11.5% |
| 3M | -55.4% | +2.6% | -57.9% | -55.5% |
| 6M | +107.1% | -20.9% | +128.1% | +100.3% |
| YTD | +179.0% | -17.1% | +196.1% | +174.8% |
| 1Y | +357.4% | -15.9% | +373.3% | +355.8% |
| All | +357.4% | -14.9% | +372.3% | +355.8% |
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