+55.9%
SOXL vs RY
+46.4%
+9.5%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +3.0% | -11.8% | -16.4% |
| 7D | -37.9% | +2.5% | -40.3% | -41.7% |
| 30D | -59.4% | +8.4% | -67.9% | -67.3% |
| 3M | -52.3% | +1.2% | -53.5% | -53.6% |
| 6M | -47.7% | +19.4% | -67.0% | -68.2% |
| YTD | +58.8% | +25.4% | +33.3% | -20.4% |
| 1Y | +55.9% | +46.7% | +9.2% | -46.3% |
| All | +55.9% | +46.4% | +9.5% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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