+4,671.5%
SOXL vs RBA
+195.3%
+4,476.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.0% | -7.1% | -6.9% |
| 7D | +8.5% | -3.3% | +11.7% | +12.5% |
| 30D | -13.0% | -9.8% | -3.2% | -3.9% |
| 3M | -35.9% | -23.5% | -12.5% | -17.8% |
| 6M | +112.1% | -21.5% | +133.6% | +167.4% |
| YTD | +175.4% | -21.2% | +196.6% | +240.0% |
| 1Y | +304.9% | -30.2% | +335.1% | +469.9% |
| 3Y | +448.6% | +25.3% | +423.2% | +311.6% |
| 5Y | +156.1% | +35.1% | +121.0% | +74.5% |
| All | +4,671.5% | +195.3% | +4,476.2% | +1,415.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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