+19,418.6%
SOXL vs ROL
+918.9%
+18,499.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +0.4% | +9.5% | +9.3% |
| 7D | +5.3% | -1.4% | +6.8% | +7.3% |
| 30D | -11.2% | -4.1% | -7.1% | -7.2% |
| 3M | -55.4% | -22.5% | -32.8% | -43.2% |
| 6M | +107.1% | -37.7% | +144.8% | +250.7% |
| YTD | +179.0% | -39.6% | +218.6% | +381.9% |
| 1Y | +357.4% | -36.0% | +393.4% | +585.8% |
| 3Y | +397.5% | -5.1% | +402.6% | +270.5% |
| 5Y | +155.9% | -3.4% | +159.3% | +73.2% |
| 10Y | +4,301.6% | +215.2% | +4,086.3% | +300.4% |
| All | +19,418.6% | +918.9% | +18,499.6% | +88.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling