-22.1%
SQQQ vs COPX
+22.8%
-44.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.2% | -5.8% | +25.0% | +14.3% |
| 7D | +31.0% | -7.5% | +38.5% | +24.3% |
| 30D | +55.7% | -18.6% | +74.3% | +34.8% |
| 3M | +31.2% | -19.0% | +50.3% | +14.6% |
| 6M | +5.1% | -9.9% | +15.0% | +6.6% |
| YTD | -24.9% | -1.8% | -23.0% | -9.4% |
| 1Y | -22.1% | +21.6% | -43.7% | +23.7% |
| All | -22.1% | +22.8% | -44.8% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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