+1,537.1%
SOXX vs RL
+311.3%
+1,225.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.1% | +1.6% |
| 7D | +1.4% | -3.4% | +4.8% | +2.7% |
| 30D | -3.6% | -14.4% | +10.9% | +2.4% |
| 3M | -10.2% | -13.6% | +3.4% | -5.2% |
| 6M | +54.2% | +0.6% | +53.7% | +52.4% |
| YTD | +75.2% | -3.6% | +78.8% | +75.6% |
| 1Y | +107.5% | +8.3% | +99.2% | +98.2% |
| 3Y | +226.8% | +204.8% | +22.0% | +107.9% |
| 5Y | +251.2% | +232.9% | +18.3% | +113.3% |
| All | +1,537.1% | +311.3% | +1,225.8% | +839.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling