+156.1%
SOXL vs RL
+223.8%
-67.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.3% | -8.3% | -8.5% |
| 7D | +8.5% | -2.2% | +10.6% | +11.9% |
| 30D | -13.0% | -15.3% | +2.4% | +10.9% |
| 3M | -35.9% | -10.3% | -25.6% | -25.2% |
| 6M | +112.1% | -2.2% | +114.3% | +113.3% |
| YTD | +175.4% | -4.3% | +179.7% | +184.8% |
| 1Y | +304.9% | +8.9% | +296.0% | +242.7% |
| 3Y | +448.6% | +201.4% | +247.1% | -1.4% |
| 5Y | +156.1% | +230.6% | -74.5% | -51.6% |
| All | +156.1% | +223.8% | -67.7% | -51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling