+317.7%
SOXL vs ROK
+27.3%
+290.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.7% | +3.6% | +1.4% |
| 7D | +3.9% | -1.2% | +5.1% | +7.0% |
| 30D | -14.3% | -4.8% | -9.5% | -3.2% |
| 3M | -45.6% | -6.1% | -39.5% | -34.3% |
| 6M | +117.2% | +15.5% | +101.7% | +85.2% |
| YTD | +189.8% | +11.2% | +178.7% | +148.7% |
| 1Y | +317.7% | +23.8% | +293.9% | +169.4% |
| All | +317.7% | +27.3% | +290.4% | +169.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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