-96.8%
SQQQ vs AUR
-35.7%
-61.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.6% | -4.2% | -2.0% |
| 7D | +1.8% | +1.4% | +0.4% | +2.4% |
| 30D | +4.2% | -6.4% | +10.6% | +2.7% |
| 3M | -3.3% | +7.7% | -11.0% | +2.7% |
| 6M | -43.6% | +44.5% | -88.1% | -31.0% |
| YTD | -41.9% | +67.4% | -109.3% | -24.0% |
| 1Y | -50.6% | +15.4% | -66.1% | -41.6% |
| 3Y | -89.3% | +94.8% | -184.1% | -78.4% |
| 5Y | -94.8% | -35.1% | -59.7% | -87.7% |
| All | -96.8% | -35.7% | -61.1% | -92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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