+48.8%
SOXL vs RL
+15.3%
+33.5%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -1.2% | -9.9% | -9.6% |
| 7D | +26.9% | +2.6% | +24.3% | +23.9% |
| 30D | -47.2% | +2.9% | -50.2% | -46.0% |
| 3M | -59.9% | 0.0% | -59.9% | -57.9% |
| 6M | -68.3% | +17.1% | -85.4% | -72.3% |
| YTD | +38.8% | +10.1% | +28.7% | +29.4% |
| 1Y | +48.8% | +17.3% | +31.5% | +32.8% |
| All | +48.8% | +15.3% | +33.5% | +32.8% |
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