+10,813.1%
SOXL vs RBA
+503.4%
+10,309.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | +0.8% |
| 7D | +60.3% | -0.5% | +60.9% | +61.5% |
| 30D | -48.6% | +6.8% | -55.5% | -53.3% |
| 3M | -53.9% | +9.5% | -63.3% | -60.1% |
| 6M | -62.0% | -8.2% | -53.8% | -61.8% |
| YTD | +56.0% | -7.7% | +63.8% | +56.0% |
| 1Y | +50.0% | -6.9% | +56.9% | +49.4% |
| 3Y | +223.8% | +61.6% | +162.1% | +87.1% |
| 5Y | +6.7% | +44.7% | -38.0% | -31.1% |
| 10Y | +2,163.6% | +205.3% | +1,958.2% | +649.5% |
| All | +10,813.1% | +503.4% | +10,309.7% | +1,472.5% |
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