+107.5%
SOXX vs RL
+8.8%
+98.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.1% | +1.6% |
| 7D | +1.4% | -3.4% | +4.8% | +2.8% |
| 30D | -3.6% | -14.4% | +10.9% | +2.7% |
| 3M | -10.2% | -13.6% | +3.4% | -5.0% |
| 6M | +54.2% | +0.6% | +53.7% | +51.5% |
| YTD | +75.2% | -3.6% | +78.8% | +74.0% |
| 1Y | +107.5% | +8.3% | +99.2% | +90.0% |
| All | +107.5% | +8.8% | +98.7% | +90.0% |
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