-53.5%
SQQQ vs COP
+46.5%
-100.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | +0.1% |
| 7D | -0.9% | +3.0% | -3.9% | -2.3% |
| 30D | -0.3% | +17.5% | -17.8% | -7.8% |
| 3M | +2.7% | +13.4% | -10.6% | -4.1% |
| 6M | -43.8% | +17.7% | -61.6% | -46.4% |
| YTD | -42.9% | +46.6% | -89.5% | -44.7% |
| 1Y | -53.5% | +44.6% | -98.1% | -53.6% |
| All | -53.5% | +46.5% | -100.0% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 1y: compounded portfolio wealth divided by compounded COP 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…
1y analysis · Full analysis span regression · 6 months rolling