+9,612.4%
SOXL vs RY
+567.6%
+9,044.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -0.2% | -10.8% | -10.6% |
| 7D | +26.9% | +0.6% | +26.3% | +26.2% |
| 30D | -47.2% | +5.0% | -52.3% | -51.2% |
| 3M | -59.9% | -5.3% | -54.5% | -53.1% |
| 6M | -68.3% | +13.8% | -82.2% | -75.1% |
| YTD | +38.8% | +21.0% | +17.9% | -1.4% |
| 1Y | +48.8% | +40.5% | +8.3% | -24.1% |
| 3Y | +196.5% | +159.7% | +36.9% | -57.0% |
| 5Y | -5.0% | +124.3% | -129.4% | -76.4% |
| 10Y | +1,914.5% | +351.6% | +1,562.9% | +80.6% |
| All | +9,612.4% | +567.6% | +9,044.8% | +459.9% |
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