+1,537.1%
SOXX vs ROL
+211.6%
+1,325.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.7% |
| 7D | +1.4% | -3.2% | +4.5% | +2.5% |
| 30D | -3.6% | -4.9% | +1.3% | -2.0% |
| 3M | -10.2% | -25.8% | +15.7% | -0.8% |
| 6M | +54.2% | -37.6% | +91.8% | +81.7% |
| YTD | +75.2% | -41.5% | +116.7% | +110.8% |
| 1Y | +107.5% | -39.5% | +147.0% | +144.5% |
| 3Y | +226.8% | +0.1% | +226.6% | +199.1% |
| 5Y | +251.2% | -4.6% | +255.8% | +217.5% |
| All | +1,537.1% | +211.6% | +1,325.5% | +763.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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