+162.3%
SOXL vs RMD
-23.0%
+185.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.6% | +5.8% | +5.8% |
| 7D | +3.9% | -4.4% | +8.3% | +8.2% |
| 30D | -14.3% | -3.1% | -11.2% | -12.6% |
| 3M | -45.6% | +13.8% | -59.4% | -56.8% |
| 6M | +117.2% | -8.6% | +125.8% | +118.4% |
| YTD | +189.8% | -8.6% | +198.5% | +186.3% |
| 1Y | +317.7% | -19.7% | +337.4% | +382.0% |
| 3Y | +478.6% | +48.4% | +430.3% | +186.8% |
| All | +162.3% | -23.0% | +185.3% | +229.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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