+2,599.2%
SOXL vs OTIS
+91.3%
+2,507.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.8% | +3.5% | +2.8% |
| 7D | +3.9% | -3.0% | +6.8% | +8.3% |
| 30D | -14.3% | -6.0% | -8.3% | -7.5% |
| 3M | -45.6% | -0.9% | -44.7% | -47.8% |
| 6M | +117.2% | -17.3% | +134.5% | +169.8% |
| YTD | +189.8% | -19.6% | +209.4% | +262.8% |
| 1Y | +317.7% | -21.0% | +338.8% | +431.1% |
| 3Y | +478.6% | -12.1% | +490.7% | +530.8% |
| 5Y | +169.5% | -17.1% | +186.6% | +251.4% |
| All | +2,599.2% | +91.3% | +2,507.9% | +2,356.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling