+162.3%
SOXL vs RDW
-9.1%
+171.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.3% | +7.5% | +6.2% |
| 7D | +3.9% | +0.9% | +3.0% | +3.2% |
| 30D | -14.3% | -21.3% | +7.0% | -4.7% |
| 3M | -45.6% | -37.9% | -7.8% | -32.3% |
| 6M | +117.2% | +12.3% | +104.9% | +105.9% |
| YTD | +189.8% | +39.7% | +150.1% | +138.9% |
| 1Y | +317.7% | +25.7% | +292.1% | +247.1% |
| 3Y | +478.6% | +230.8% | +247.8% | +141.0% |
| All | +162.3% | -9.1% | +171.4% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 5y: compounded portfolio wealth divided by compounded RDW 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…
5y analysis · Full analysis span regression · 6 months rolling