+233.2%
SOXL vs RL
+254.6%
-21.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | +0.1% | +0.5% |
| 7D | +60.3% | +2.4% | +58.0% | +55.6% |
| 30D | -48.6% | +4.6% | -53.2% | -49.5% |
| 3M | -53.9% | -1.1% | -52.8% | -51.8% |
| 6M | -62.0% | +16.5% | -78.5% | -69.7% |
| YTD | +56.0% | +11.4% | +44.6% | +34.9% |
| 1Y | +50.0% | +16.1% | +33.9% | +20.5% |
| All | +233.2% | +254.6% | -21.5% | -29.5% |
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