+55.9%
SOXL vs ROP
+10.4%
+45.5%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +3.9% | -12.7% | -2.0% |
| 7D | -37.9% | +11.7% | -49.6% | -22.6% |
| 30D | -59.4% | +35.5% | -94.9% | -28.5% |
| 3M | -52.3% | +25.6% | -77.9% | -23.7% |
| 6M | -47.7% | +39.3% | -86.9% | +9.5% |
| YTD | +58.8% | +11.6% | +47.1% | +227.1% |
| 1Y | +55.9% | +10.6% | +45.3% | +228.4% |
| All | +55.9% | +10.4% | +45.5% | +228.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling