-54.3%
SOXL vs RY
+4.2%
-58.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 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