+20,848.2%
SOXL vs RIG
-91.6%
+20,939.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.0% | +2.5% |
| 7D | +18.4% | -8.2% | +26.6% | +22.6% |
| 30D | -3.2% | -0.2% | -3.0% | -3.4% |
| 3M | -37.6% | -2.7% | -34.9% | -37.5% |
| 6M | +136.1% | -7.5% | +143.5% | +136.3% |
| YTD | +199.5% | +38.3% | +161.2% | +148.3% |
| 1Y | +363.2% | +81.8% | +281.4% | +241.4% |
| 3Y | +496.5% | -30.2% | +526.7% | +557.0% |
| 5Y | +184.8% | +59.9% | +124.9% | +99.2% |
| 10Y | +5,399.0% | -41.9% | +5,440.9% | +3,173.4% |
| All | +20,848.2% | -91.6% | +20,939.8% | +55,555.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling