-100.0%
SQQQ vs BKNG
+2,082.3%
-2,182.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.5% | +2.7% | +3.8% |
| 7D | +4.1% | -10.7% | +14.7% | -7.4% |
| 30D | +4.6% | -18.1% | +22.7% | -15.2% |
| 3M | -10.4% | +8.5% | -18.9% | -2.7% |
| 6M | -42.1% | -0.1% | -42.0% | -41.7% |
| YTD | -40.3% | -18.2% | -22.1% | -50.8% |
| 1Y | -50.2% | -19.9% | -30.3% | -59.4% |
| 3Y | -89.4% | +41.6% | -131.0% | -79.9% |
| 5Y | -94.7% | +93.1% | -187.8% | -79.8% |
| 10Y | -100.0% | +214.8% | -314.8% | -99.6% |
| All | -100.0% | +2,082.3% | -2,182.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BKNG.
Daily Out/Under-Performance
Portfolio return minus BKNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKNG 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 BKNG 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