+4,921.3%
SOXL vs ROL
+211.6%
+4,709.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.5% | +4.7% | +4.7% |
| 7D | +3.9% | -3.2% | +7.0% | +7.2% |
| 30D | -14.3% | -4.9% | -9.4% | -10.6% |
| 3M | -45.6% | -25.8% | -19.8% | -29.9% |
| 6M | +117.2% | -37.6% | +154.7% | +233.0% |
| YTD | +189.8% | -41.5% | +231.3% | +369.6% |
| 1Y | +317.7% | -39.5% | +357.2% | +523.0% |
| 3Y | +478.6% | +0.1% | +478.5% | +312.5% |
| 5Y | +169.5% | -4.6% | +174.1% | +95.2% |
| All | +4,921.3% | +211.6% | +4,709.6% | +902.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 10y: compounded portfolio wealth divided by compounded ROL 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…
10y analysis · Full analysis span regression · 6 months rolling