-100.0%
SQQQ vs D
+38.3%
-138.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.3% | +3.2% |
| 7D | +4.1% | -1.6% | +5.7% | +2.9% |
| 30D | +4.6% | -3.5% | +8.1% | +2.1% |
| 3M | -10.4% | -1.6% | -8.8% | -11.5% |
| 6M | -42.1% | +5.8% | -47.9% | -39.8% |
| YTD | -40.3% | +14.5% | -54.8% | -34.3% |
| 1Y | -50.2% | +14.2% | -64.3% | -45.5% |
| 3Y | -89.4% | +59.0% | -148.4% | -84.2% |
| 5Y | -94.7% | +5.4% | -100.0% | -94.3% |
| All | -100.0% | +38.3% | -138.2% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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