+497.9%
SOXL vs RL
+198.9%
+299.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.3% | +5.5% | +6.9% |
| 7D | +18.4% | -0.3% | +18.6% | +18.5% |
| 30D | -3.2% | -17.5% | +14.3% | +25.9% |
| 3M | -37.6% | -14.0% | -23.6% | -23.0% |
| 6M | +136.1% | -2.0% | +138.0% | +137.5% |
| YTD | +199.5% | -4.6% | +204.1% | +212.0% |
| 1Y | +363.2% | +9.5% | +353.7% | +293.0% |
| All | +497.9% | +198.9% | +299.0% | +76.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling