+55.9%
SOXL vs RNG
+179.4%
-123.5%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.2% | -8.6% | -8.8% |
| 7D | -37.9% | -9.6% | -28.3% | -39.0% |
| 30D | -59.4% | -1.4% | -58.0% | -59.6% |
| 3M | -52.3% | +28.8% | -81.1% | -49.1% |
| 6M | -47.7% | +65.6% | -113.3% | -37.0% |
| YTD | +58.8% | +171.4% | -112.6% | +84.0% |
| 1Y | +55.9% | +185.3% | -129.4% | +59.2% |
| All | +55.9% | +179.4% | -123.5% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling