+2,464.9%
SOXL vs OTIS
+87.9%
+2,377.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -2.0% | -6.0% | -5.2% |
| 7D | +8.5% | -5.0% | +13.5% | +16.3% |
| 30D | -13.0% | -6.5% | -6.5% | -5.5% |
| 3M | -35.9% | -2.0% | -34.0% | -37.5% |
| 6M | +112.1% | -20.2% | +132.2% | +176.5% |
| YTD | +175.4% | -21.0% | +196.4% | +253.0% |
| 1Y | +304.9% | -20.9% | +325.7% | +410.7% |
| 3Y | +448.6% | -13.3% | +461.9% | +509.0% |
| 5Y | +156.1% | -18.5% | +174.6% | +241.9% |
| All | +2,464.9% | +87.9% | +2,377.0% | +2,290.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling