+19,165.6%
SOXL vs ROP
+656.6%
+18,509.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.5% | -7.6% | -7.2% |
| 7D | +8.5% | -8.0% | +16.4% | +24.8% |
| 30D | -13.0% | -2.7% | -10.2% | -11.4% |
| 3M | -35.9% | +16.6% | -52.5% | -63.4% |
| 6M | +112.1% | +10.4% | +101.7% | +22.7% |
| YTD | +175.4% | -12.1% | +187.5% | +131.8% |
| 1Y | +304.9% | -23.6% | +328.5% | +346.8% |
| 3Y | +448.6% | -19.3% | +467.9% | +502.9% |
| 5Y | +156.1% | -15.4% | +171.5% | +213.7% |
| 10Y | +4,957.3% | +134.6% | +4,822.7% | +908.7% |
| All | +19,165.6% | +656.6% | +18,509.0% | +199.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling