-89.0%
SQQQ vs COO
-38.4%
-50.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -14.7% | +17.9% | -3.5% |
| 7D | +4.1% | -23.3% | +27.4% | -7.6% |
| 30D | +4.6% | -29.5% | +34.1% | -10.8% |
| 3M | -10.4% | -20.0% | +9.6% | -18.5% |
| 6M | -42.1% | -27.2% | -14.9% | -50.7% |
| YTD | -40.3% | -33.9% | -6.4% | -51.8% |
| 1Y | -50.2% | -19.9% | -30.2% | -54.3% |
| All | -89.0% | -38.4% | -50.6% | -89.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling