+4,921.3%
SOXL vs RIG
-41.2%
+4,962.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.7% | +7.0% | +5.9% |
| 7D | +3.9% | -3.1% | +6.9% | +5.0% |
| 30D | -14.3% | -0.5% | -13.8% | -14.4% |
| 3M | -45.6% | -6.0% | -39.6% | -44.8% |
| 6M | +117.2% | -10.1% | +127.3% | +120.0% |
| YTD | +189.8% | +37.3% | +152.6% | +145.7% |
| 1Y | +317.7% | +73.9% | +243.8% | +223.5% |
| 3Y | +478.6% | -30.2% | +508.8% | +525.6% |
| 5Y | +169.5% | +62.5% | +107.0% | +99.7% |
| All | +4,921.3% | -41.2% | +4,962.5% | +3,505.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 10y: compounded portfolio wealth divided by compounded RIG 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…
10y analysis · Full analysis span regression · 6 months rolling