+9,612.4%
SOXL vs RCL
+1,201.7%
+8,410.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +0.4% | -11.4% | -11.4% |
| 7D | +26.9% | -1.2% | +28.1% | +28.4% |
| 30D | -47.2% | +17.8% | -65.1% | -54.5% |
| 3M | -59.9% | +4.9% | -64.8% | -61.8% |
| 6M | -68.3% | +23.7% | -92.0% | -73.6% |
| YTD | +38.8% | +17.8% | +21.0% | +18.2% |
| 1Y | +48.8% | +28.9% | +19.9% | +14.9% |
| 3Y | +196.5% | +241.9% | -45.4% | +8.7% |
| 5Y | -5.0% | +295.4% | -300.5% | -66.7% |
| 10Y | +1,914.5% | +344.1% | +1,570.4% | +340.5% |
| All | +9,612.4% | +1,201.7% | +8,410.6% | +496.3% |
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