+497.9%
SOXL vs ROL
-1.5%
+499.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.2% |
| 7D | +18.4% | -3.3% | +21.6% | +18.6% |
| 30D | -3.2% | -7.2% | +4.0% | -2.7% |
| 3M | -37.6% | -27.0% | -10.6% | -35.0% |
| 6M | +136.1% | -39.5% | +175.6% | +166.3% |
| YTD | +199.5% | -41.8% | +241.3% | +243.0% |
| 1Y | +363.2% | -38.9% | +402.1% | +410.0% |
| All | +497.9% | -1.5% | +499.3% | +376.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling