+357.4%
SOXL vs RVMD
+430.6%
-73.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.4% | +10.3% | +10.0% |
| 7D | +5.3% | +1.0% | +4.3% | +4.9% |
| 30D | -11.2% | +6.4% | -17.6% | -13.0% |
| 3M | -55.4% | +34.9% | -90.3% | -58.5% |
| 6M | +107.1% | +107.6% | -0.4% | +73.2% |
| YTD | +179.0% | +163.7% | +15.4% | +124.6% |
| 1Y | +357.4% | +439.2% | -81.8% | +201.7% |
| All | +357.4% | +430.6% | -73.3% | +201.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 1y: compounded portfolio wealth divided by compounded RVMD 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…
1y analysis · Full analysis span regression · 6 months rolling