+2,502.1%
SOXX vs ROL
+4,148.3%
-1,646.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.8% |
| 7D | +3.0% | -3.2% | +6.3% | +4.6% |
| 30D | -3.1% | -6.6% | +3.5% | -0.1% |
| 3M | -4.4% | -27.3% | +22.9% | +9.9% |
| 6M | +52.9% | -38.1% | +91.0% | +89.2% |
| YTD | +72.0% | -41.8% | +113.8% | +118.1% |
| 1Y | +105.1% | -37.8% | +142.9% | +149.2% |
| 3Y | +220.6% | -0.3% | +220.9% | +197.6% |
| 5Y | +244.8% | -5.1% | +249.9% | +217.4% |
| 10Y | +1,537.1% | +208.4% | +1,328.8% | +665.2% |
| All | +2,502.1% | +4,148.3% | -1,646.2% | +64.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling