+14,902.5%
SOXL vs RNG
+301.7%
+14,600.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.2% | +5.4% | +5.3% |
| 7D | +3.9% | -6.1% | +10.0% | +8.0% |
| 30D | -14.3% | +9.6% | -23.9% | -20.6% |
| 3M | -45.6% | +83.3% | -128.9% | -69.1% |
| 6M | +117.2% | +77.9% | +39.2% | +17.8% |
| YTD | +189.8% | +139.9% | +49.9% | +10.7% |
| 1Y | +317.7% | +121.7% | +196.1% | +69.8% |
| 3Y | +478.6% | +121.9% | +356.8% | +121.1% |
| 5Y | +169.5% | -68.4% | +237.9% | +315.6% |
| 10Y | +5,222.1% | +220.0% | +5,002.0% | +1,582.4% |
| All | +14,902.5% | +301.7% | +14,600.8% | +4,072.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling