+357.4%
SOXL vs RNG
+144.7%
+212.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -3.9% | +13.8% | +9.2% |
| 7D | +5.3% | +5.8% | -0.4% | +6.4% |
| 30D | -11.2% | +19.6% | -30.8% | -8.4% |
| 3M | -55.4% | +67.0% | -122.4% | -49.8% |
| 6M | +107.1% | +88.4% | +18.8% | +127.2% |
| YTD | +179.0% | +155.5% | +23.6% | +182.0% |
| 1Y | +357.4% | +141.7% | +215.7% | +365.8% |
| All | +357.4% | +144.7% | +212.6% | +365.8% |
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