+9,236.0%
SOXL vs RY
+568.0%
+8,668.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +21.9% | +0.6% | +21.3% | +20.5% |
| 7D | -23.3% | -0.6% | -22.7% | -20.5% |
| 30D | -59.9% | +6.1% | -66.0% | -63.9% |
| 3M | -56.8% | -3.4% | -53.5% | -52.0% |
| 6M | -68.3% | +12.8% | -81.1% | -74.8% |
| YTD | +33.5% | +21.0% | +12.5% | -5.8% |
| 1Y | +24.8% | +40.5% | -15.7% | -36.5% |
| 3Y | +177.0% | +159.9% | +17.1% | -60.1% |
| 5Y | -0.2% | +125.0% | -125.2% | -75.5% |
| 10Y | +2,054.9% | +350.6% | +1,704.3% | +92.9% |
| All | +9,236.0% | +568.0% | +8,668.1% | +434.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling