-100.0%
SQQQ vs COO
+638.9%
-738.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.1% | -2.6% |
| 7D | -4.2% | -2.3% | -1.9% | -6.5% |
| 30D | +2.4% | -8.8% | +11.2% | -7.6% |
| 3M | -5.7% | +1.3% | -7.0% | -4.7% |
| 6M | -46.6% | -11.6% | -35.0% | -54.0% |
| YTD | -42.7% | -17.4% | -25.3% | -54.0% |
| 1Y | -52.6% | -1.6% | -51.0% | -53.1% |
| 3Y | -89.8% | -22.6% | -67.2% | -91.3% |
| 5Y | -94.7% | -40.3% | -54.4% | -95.3% |
| 10Y | -100.0% | +45.2% | -145.2% | -99.9% |
| All | -100.0% | +638.9% | -738.9% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling