+55.9%
SOXL vs RL
+34.3%
+21.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +4.5% | -13.3% | -13.4% |
| 7D | -37.9% | +5.8% | -43.7% | -41.6% |
| 30D | -59.4% | +12.7% | -72.1% | -64.5% |
| 3M | -52.3% | +9.3% | -61.7% | -57.6% |
| 6M | -47.7% | +16.9% | -64.6% | -55.8% |
| YTD | +58.8% | +17.5% | +41.3% | +29.2% |
| 1Y | +55.9% | +34.6% | +21.3% | -0.8% |
| All | +55.9% | +34.3% | +21.6% | -0.8% |
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