+478.6%
SOXL vs ROKU
+83.2%
+395.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.5% | +4.7% | +4.8% |
| 7D | +3.9% | -0.4% | +4.3% | +4.1% |
| 30D | -14.3% | +2.1% | -16.4% | -16.0% |
| 3M | -45.6% | +29.5% | -75.1% | -57.1% |
| 6M | +117.2% | +53.8% | +63.4% | +53.5% |
| YTD | +189.8% | +42.8% | +147.0% | +114.9% |
| 1Y | +317.7% | +60.7% | +257.0% | +184.2% |
| 3Y | +478.6% | +83.9% | +394.7% | +267.8% |
| All | +478.6% | +83.2% | +395.5% | +267.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling