-12.7%
SOXL vs ROKU
+50.4%
-63.1%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -38.7% | -1.5% | -37.2% | -37.6% |
| 7D | -60.1% | +2.6% | -62.7% | -60.5% |
| 30D | -75.1% | +5.5% | -80.6% | -76.0% |
| 3M | -69.0% | +9.1% | -78.2% | -71.0% |
| 6M | -71.6% | +28.9% | -100.5% | -76.9% |
| YTD | -2.7% | +47.8% | -50.5% | -30.7% |
| 1Y | -12.7% | +51.8% | -64.4% | -37.7% |
| All | -12.7% | +50.4% | -63.1% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 ROKU 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