+1,520.0%
SOXL vs ROKU
+875.4%
+644.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.8% | -8.8% | -8.5% |
| 7D | +8.5% | -2.6% | +11.1% | +9.9% |
| 30D | -13.0% | +2.1% | -15.1% | -14.2% |
| 3M | -35.9% | +31.8% | -67.7% | -46.0% |
| 6M | +112.1% | +53.3% | +58.8% | +67.8% |
| YTD | +175.4% | +42.1% | +133.4% | +126.0% |
| 1Y | +304.9% | +62.3% | +242.5% | +211.2% |
| 3Y | +448.6% | +84.6% | +363.9% | +292.8% |
| 5Y | +156.1% | -53.1% | +209.2% | +211.5% |
| All | +1,520.0% | +875.4% | +644.5% | +1,095.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling