+19,418.6%
SOXL vs RCL
+961.6%
+18,457.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.1% | +10.0% | +10.0% |
| 7D | +5.3% | -5.1% | +10.4% | +10.4% |
| 30D | -11.2% | -19.0% | +7.8% | +7.6% |
| 3M | -55.4% | -9.6% | -45.8% | -50.6% |
| 6M | +107.1% | -6.7% | +113.8% | +127.2% |
| YTD | +179.0% | -3.9% | +183.0% | +187.2% |
| 1Y | +357.4% | -25.1% | +382.5% | +475.0% |
| 3Y | +397.5% | +179.1% | +218.3% | +120.9% |
| 5Y | +155.9% | +243.3% | -87.4% | +1.8% |
| 10Y | +4,301.6% | +325.8% | +3,975.8% | +852.0% |
| All | +19,418.6% | +961.6% | +18,457.0% | +1,348.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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