-100.0%
SQQQ vs COPX
+179.5%
-279.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.7% |
| 7D | +1.8% | -2.3% | +4.2% | -0.3% |
| 30D | +4.2% | +0.3% | +3.9% | +4.9% |
| 3M | -3.3% | +6.8% | -10.1% | +8.0% |
| 6M | -43.6% | +7.9% | -51.6% | -31.2% |
| YTD | -41.9% | +23.7% | -65.6% | -16.7% |
| 1Y | -50.6% | +71.5% | -122.2% | +1.3% |
| 3Y | -89.3% | +149.1% | -238.4% | -59.9% |
| 5Y | -94.8% | +167.3% | -262.1% | -72.3% |
| 10Y | -100.0% | +568.5% | -668.5% | -99.1% |
| All | -100.0% | +179.5% | -279.5% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling