+233.2%
SOXL vs RBA
+61.6%
+171.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | +0.6% |
| 7D | +60.3% | -0.5% | +60.9% | +61.3% |
| 30D | -48.6% | +6.8% | -55.5% | -52.6% |
| 3M | -53.9% | +9.5% | -63.3% | -59.2% |
| 6M | -62.0% | -8.2% | -53.8% | -61.4% |
| YTD | +56.0% | -7.7% | +63.8% | +55.2% |
| 1Y | +50.0% | -6.9% | +56.9% | +48.3% |
| All | +233.2% | +61.6% | +171.6% | +131.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling