+19,418.6%
SOXL vs RBA
+434.8%
+18,983.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.3% | +9.6% | +9.5% |
| 7D | +5.3% | -2.9% | +8.3% | +8.8% |
| 30D | -11.2% | -12.3% | +1.1% | +0.4% |
| 3M | -55.4% | -20.5% | -34.8% | -45.3% |
| 6M | +107.1% | -18.5% | +125.7% | +149.2% |
| YTD | +179.0% | -18.2% | +197.3% | +229.7% |
| 1Y | +357.4% | -27.5% | +384.9% | +509.5% |
| 3Y | +397.5% | +38.1% | +359.4% | +245.7% |
| 5Y | +155.9% | +44.8% | +111.1% | +70.1% |
| 10Y | +4,301.6% | +187.1% | +4,114.5% | +1,519.8% |
| All | +19,418.6% | +434.8% | +18,983.8% | +3,222.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling