+156.1%
SOXL vs RRC
+150.0%
+6.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.3% | -8.4% | -8.2% |
| 7D | +8.5% | -1.2% | +9.6% | +9.2% |
| 30D | -13.0% | +3.0% | -15.9% | -15.1% |
| 3M | -35.9% | +7.3% | -43.2% | -41.2% |
| 6M | +112.1% | +3.6% | +108.5% | +94.9% |
| YTD | +175.4% | +19.4% | +156.1% | +124.9% |
| 1Y | +304.9% | +21.4% | +283.5% | +224.5% |
| 3Y | +448.6% | +32.8% | +415.8% | +346.6% |
| 5Y | +156.1% | +152.0% | +4.1% | +56.5% |
| All | +156.1% | +150.0% | +6.1% | +56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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