-100.0%
SQQQ vs COO
+17.0%
-116.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -3.1% |
| 7D | +1.8% | -22.5% | +24.3% | -23.4% |
| 30D | +4.2% | -29.7% | +33.9% | -30.1% |
| 3M | -3.3% | -20.1% | +16.9% | -24.9% |
| 6M | -43.6% | -26.9% | -16.7% | -61.1% |
| YTD | -41.9% | -34.2% | -7.7% | -64.4% |
| 1Y | -50.6% | -21.3% | -29.4% | -62.0% |
| 3Y | -89.3% | -38.7% | -50.6% | -93.2% |
| 5Y | -94.8% | -52.2% | -42.6% | -96.5% |
| All | -100.0% | +17.0% | -116.9% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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