+20,415.5%
SOXL vs RMD
+788.6%
+19,626.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.2% | +8.3% | +8.8% |
| 7D | +16.4% | -4.5% | +20.8% | +22.3% |
| 30D | -12.1% | +4.6% | -16.7% | -18.2% |
| 3M | -41.7% | +14.8% | -56.5% | -55.6% |
| 6M | +157.4% | -12.1% | +169.5% | +164.1% |
| YTD | +193.3% | -7.5% | +200.8% | +178.5% |
| 1Y | +355.3% | -20.1% | +375.4% | +415.4% |
| 3Y | +484.2% | +53.9% | +430.3% | +174.3% |
| 5Y | +182.7% | -22.2% | +204.9% | +249.9% |
| 10Y | +4,692.2% | +268.2% | +4,424.0% | +1,076.8% |
| All | +20,415.5% | +788.6% | +19,626.9% | +1,574.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling