+156.1%
SOXL vs ROL
-4.5%
+160.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.1% | -8.1% | -8.1% |
| 7D | +8.5% | -3.2% | +11.7% | +10.3% |
| 30D | -13.0% | -6.6% | -6.3% | -10.2% |
| 3M | -35.9% | -27.3% | -8.6% | -25.2% |
| 6M | +112.1% | -38.1% | +150.1% | +176.5% |
| YTD | +175.4% | -41.8% | +217.2% | +272.5% |
| 1Y | +304.9% | -37.8% | +342.7% | +404.1% |
| 3Y | +448.6% | -0.3% | +448.9% | +313.0% |
| 5Y | +156.1% | -5.1% | +161.2% | +63.9% |
| All | +156.1% | -4.5% | +160.6% | +63.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling