+19,418.6%
SOXL vs RL
+459.9%
+18,958.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.0% | +7.8% | +7.5% |
| 7D | +5.3% | -0.8% | +6.1% | +6.4% |
| 30D | -11.2% | -7.8% | -3.4% | -3.9% |
| 3M | -55.4% | -4.0% | -51.4% | -53.3% |
| 6M | +107.1% | -1.9% | +109.0% | +113.8% |
| YTD | +179.0% | -0.2% | +179.2% | +180.5% |
| 1Y | +357.4% | +10.7% | +346.7% | +313.1% |
| 3Y | +397.5% | +210.8% | +186.7% | +63.9% |
| 5Y | +155.9% | +238.2% | -82.3% | -6.7% |
| 10Y | +4,301.6% | +313.4% | +3,988.2% | +1,139.1% |
| All | +19,418.6% | +459.9% | +18,958.7% | +2,808.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling