+4,921.3%
SOXL vs RL
+311.3%
+4,610.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.7% | +4.5% | +4.4% |
| 7D | +3.9% | -3.4% | +7.3% | +7.9% |
| 30D | -14.3% | -14.4% | +0.1% | +1.8% |
| 3M | -45.6% | -13.6% | -32.0% | -36.3% |
| 6M | +117.2% | +0.6% | +116.6% | +115.9% |
| YTD | +189.8% | -3.6% | +193.4% | +202.3% |
| 1Y | +317.7% | +8.3% | +309.4% | +285.1% |
| 3Y | +478.6% | +204.8% | +273.8% | +94.4% |
| 5Y | +169.5% | +232.9% | -63.4% | -0.6% |
| All | +4,921.3% | +311.3% | +4,610.0% | +1,876.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling