+20,848.2%
SOXL vs ROK
+958.5%
+19,889.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +3.4% |
| 7D | +18.4% | +0.2% | +18.2% | +18.0% |
| 30D | -3.2% | -1.8% | -1.4% | +0.6% |
| 3M | -37.6% | -7.2% | -30.4% | -24.6% |
| 6M | +136.1% | +14.2% | +121.9% | +112.8% |
| YTD | +199.5% | +10.6% | +188.9% | +185.7% |
| 1Y | +363.2% | +25.9% | +337.3% | +264.3% |
| 3Y | +496.5% | +50.8% | +445.7% | +282.5% |
| 5Y | +184.8% | +47.0% | +137.8% | +144.6% |
| 10Y | +5,399.0% | +354.9% | +5,044.1% | +897.2% |
| All | +20,848.2% | +958.5% | +19,889.7% | +988.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling