+317.7%
SOXL vs RL
+8.8%
+309.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.7% | +4.5% | +4.4% |
| 7D | +3.9% | -3.4% | +7.3% | +8.0% |
| 30D | -14.3% | -14.4% | +0.1% | +2.8% |
| 3M | -45.6% | -13.6% | -32.0% | -35.6% |
| 6M | +117.2% | +0.6% | +116.6% | +112.6% |
| YTD | +189.8% | -3.6% | +193.4% | +194.7% |
| 1Y | +317.7% | +8.3% | +309.4% | +239.9% |
| All | +317.7% | +8.8% | +309.0% | +239.9% |
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