+317.7%
SOXL vs RNG
+128.1%
+189.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.2% | +5.4% | +5.2% |
| 7D | +3.9% | -6.1% | +10.0% | +2.8% |
| 30D | -14.3% | +9.6% | -23.9% | -12.9% |
| 3M | -45.6% | +83.3% | -128.9% | -40.2% |
| 6M | +117.2% | +77.9% | +39.2% | +136.3% |
| YTD | +189.8% | +139.9% | +49.9% | +189.4% |
| 1Y | +317.7% | +121.7% | +196.1% | +330.2% |
| All | +317.7% | +128.1% | +189.7% | +330.2% |
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