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  • SOXL vs RY✓SelectedUSD · RYSOXL vs RY performance historyLatest closeAs of-11.00%11/13
Stock and ETF performance explorer

SOXL vs RY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-54.3%
RY return
+4.2%
Excess return
-58.5%
Maximum drawdown
-68.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1mo.

Portfolio and benchmark returns by period
PeriodPortfolioRYExcessAlpha
1D-11.0%-0.2%-10.8%-10.3%
7D+26.9%+0.6%+26.3%+25.4%
30D-47.2%+5.0%-52.3%-55.9%
All-54.3%+4.2%-58.5%-61.0%

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 1mo: 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…

1mo analysis · Full analysis span regression · Available span rolling