+478.6%
SOXL vs RIO
+88.2%
+390.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.6% | +4.7% | +4.1% |
| 7D | +3.9% | -3.2% | +7.1% | +11.1% |
| 30D | -14.3% | +0.9% | -15.2% | -16.7% |
| 3M | -45.6% | -1.4% | -44.2% | -43.2% |
| 6M | +117.2% | +10.9% | +106.2% | +98.1% |
| YTD | +189.8% | +31.2% | +158.6% | +92.4% |
| 1Y | +317.7% | +67.9% | +249.8% | +77.6% |
| 3Y | +478.6% | +88.8% | +389.8% | +109.3% |
| All | +478.6% | +88.2% | +390.5% | +109.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 3y: compounded portfolio wealth divided by compounded RIO 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…
3y analysis · Full analysis span regression · 6 months rolling