+9,612.4%
SOXL vs RBA
+509.1%
+9,103.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +0.9% | -11.9% | -12.0% |
| 7D | +26.9% | +1.7% | +25.1% | +24.8% |
| 30D | -47.2% | +8.3% | -55.6% | -52.8% |
| 3M | -59.9% | +10.5% | -70.4% | -65.7% |
| 6M | -68.3% | -5.9% | -62.5% | -69.0% |
| YTD | +38.8% | -6.9% | +45.7% | +37.3% |
| 1Y | +48.8% | -4.9% | +53.7% | +44.4% |
| 3Y | +196.5% | +64.5% | +132.0% | +68.0% |
| 5Y | -5.0% | +46.1% | -51.1% | -39.3% |
| 10Y | +1,914.5% | +208.2% | +1,706.3% | +559.7% |
| All | +9,612.4% | +509.1% | +9,103.3% | +1,284.1% |
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