+20,415.5%
SOXL vs RRC
-11.1%
+20,426.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.3% | +5.4% | +5.2% |
| 7D | +16.4% | -1.2% | +17.6% | +17.0% |
| 30D | -12.1% | +9.4% | -21.5% | -16.7% |
| 3M | -41.7% | +7.4% | -49.1% | -45.5% |
| 6M | +157.4% | +1.5% | +155.9% | +144.2% |
| YTD | +193.3% | +19.4% | +173.9% | +153.4% |
| 1Y | +355.3% | +24.2% | +331.1% | +284.8% |
| 3Y | +484.2% | +32.8% | +451.4% | +407.4% |
| 5Y | +182.7% | +152.9% | +29.8% | +73.5% |
| 10Y | +4,692.2% | +3.9% | +4,688.4% | +3,279.6% |
| All | +20,415.5% | -11.1% | +20,426.5% | +13,244.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling