+357.4%
SOXL vs ROKU
+57.7%
+299.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.7% | +11.6% | +11.2% |
| 7D | +5.3% | -1.3% | +6.7% | +6.3% |
| 30D | -11.2% | +5.9% | -17.1% | -15.2% |
| 3M | -55.4% | +23.9% | -79.2% | -62.9% |
| 6M | +107.1% | +59.6% | +47.6% | +36.3% |
| YTD | +179.0% | +43.4% | +135.6% | +103.1% |
| 1Y | +357.4% | +60.2% | +297.2% | +208.5% |
| All | +357.4% | +57.7% | +299.6% | +208.5% |
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