+494.3%
SOXL vs RVMD
+622.3%
-128.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.2% | +5.0% | +5.1% |
| 7D | +3.9% | -3.0% | +6.8% | +5.7% |
| 30D | -14.3% | -0.7% | -13.6% | -14.1% |
| 3M | -45.6% | +36.5% | -82.2% | -53.4% |
| 6M | +117.2% | +104.6% | +12.6% | +42.3% |
| YTD | +189.8% | +155.8% | +34.0% | +59.0% |
| 1Y | +317.7% | +340.7% | -22.9% | +66.7% |
| 3Y | +478.6% | +519.9% | -41.3% | +74.8% |
| 5Y | +169.5% | +584.9% | -415.4% | -32.2% |
| All | +494.3% | +622.3% | -128.1% | +18.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling