+2,502.1%
SOXX vs RCL
+1,668.5%
+833.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | +3.0% | -2.5% | +5.5% | +3.8% |
| 30D | -3.1% | -15.7% | +12.5% | +2.1% |
| 3M | -4.4% | -3.6% | -0.8% | -3.6% |
| 6M | +52.9% | -8.7% | +61.5% | +56.1% |
| YTD | +72.0% | -6.2% | +78.2% | +72.3% |
| 1Y | +105.1% | -22.9% | +128.0% | +116.7% |
| 3Y | +220.6% | +173.6% | +47.0% | +125.4% |
| 5Y | +244.8% | +226.6% | +18.2% | +117.2% |
| 10Y | +1,537.1% | +341.2% | +1,195.9% | +649.2% |
| All | +2,502.1% | +1,668.5% | +833.6% | +398.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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