+52.5%
SOXX vs RL
+34.3%
+18.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.5% | -7.6% | -4.7% |
| 7D | -13.7% | +5.8% | -19.5% | -15.4% |
| 30D | -23.6% | +12.7% | -36.3% | -26.9% |
| 3M | -16.9% | +9.3% | -26.2% | -19.8% |
| 6M | -2.4% | +16.9% | -19.3% | -8.0% |
| YTD | +49.8% | +17.5% | +32.4% | +38.1% |
| 1Y | +52.5% | +34.6% | +17.9% | +29.3% |
| All | +52.5% | +34.3% | +18.2% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling