+449.8%
SOXL vs ROP
-19.1%
+469.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.5% | -7.6% | -7.9% |
| 7D | +8.5% | -8.0% | +16.4% | +11.2% |
| 30D | -13.0% | -2.7% | -10.2% | -12.7% |
| 3M | -35.9% | +16.6% | -52.5% | -47.0% |
| 6M | +112.1% | +10.4% | +101.7% | +78.4% |
| YTD | +175.4% | -12.1% | +187.5% | +226.1% |
| 1Y | +304.9% | -23.6% | +328.5% | +531.5% |
| All | +449.8% | -19.1% | +469.0% | +752.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling