-35.9%
SOXL vs RVMD
+36.6%
-72.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -2.1% | -5.9% | -4.1% |
| 7D | +8.5% | -3.6% | +12.0% | +16.2% |
| 30D | -13.0% | -1.1% | -11.9% | -14.0% |
| 3M | -35.9% | +41.0% | -76.9% | -70.7% |
| All | -35.9% | +36.6% | -72.5% | -70.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling