+162.3%
SOXL vs ROP
-16.2%
+178.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.3% | +5.3% |
| 7D | +3.9% | -4.6% | +8.5% | +9.7% |
| 30D | -14.3% | -1.7% | -12.6% | -14.3% |
| 3M | -45.6% | +17.1% | -62.7% | -64.7% |
| 6M | +117.2% | +10.9% | +106.3% | +42.9% |
| YTD | +189.8% | -12.1% | +201.9% | +187.2% |
| 1Y | +317.7% | -24.2% | +342.0% | +471.9% |
| 3Y | +478.6% | -20.4% | +499.0% | +661.1% |
| All | +162.3% | -16.2% | +178.5% | +207.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling