-100.0%
SQQQ vs COP
+345.8%
-445.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.5% |
| 7D | +1.8% | +2.3% | -0.5% | +3.1% |
| 30D | +4.2% | +8.6% | -4.5% | +9.0% |
| 3M | -3.3% | +19.9% | -23.1% | +6.2% |
| 6M | -43.6% | +19.0% | -62.7% | -39.1% |
| YTD | -41.9% | +50.0% | -91.8% | -27.3% |
| 1Y | -50.6% | +50.5% | -101.1% | -37.8% |
| 3Y | -89.3% | +25.2% | -114.5% | -86.7% |
| 5Y | -94.8% | +194.3% | -289.1% | -87.1% |
| All | -100.0% | +345.8% | -445.8% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling