-100.0%
SQQQ vs COP
+554.4%
-654.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.2% | +0.7% |
| 7D | -4.2% | -0.8% | -3.3% | -4.7% |
| 30D | +2.4% | +15.6% | -13.2% | +13.0% |
| 3M | -5.7% | +14.3% | -20.0% | +1.8% |
| 6M | -46.6% | +17.0% | -63.6% | -42.1% |
| YTD | -42.7% | +47.4% | -90.2% | -26.3% |
| 1Y | -52.6% | +52.4% | -105.0% | -37.1% |
| 3Y | -89.8% | +20.8% | -110.6% | -87.3% |
| 5Y | -94.7% | +191.7% | -286.4% | -84.8% |
| 10Y | -100.0% | +325.1% | -425.0% | -99.7% |
| All | -100.0% | +554.4% | -654.4% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling