+357.4%
SOXL vs RL
+13.6%
+343.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.0% | +7.8% | +7.4% |
| 7D | +5.3% | -0.8% | +6.1% | +6.5% |
| 30D | -11.2% | -7.8% | -3.4% | -3.7% |
| 3M | -55.4% | -4.0% | -51.4% | -53.1% |
| 6M | +107.1% | -1.9% | +109.0% | +111.9% |
| YTD | +179.0% | -0.2% | +179.2% | +173.9% |
| 1Y | +357.4% | +10.7% | +346.7% | +272.9% |
| All | +357.4% | +13.6% | +343.8% | +272.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling