-100.0%
SQQQ vs D
+263.0%
-363.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.8% |
| 7D | -0.9% | +1.5% | -2.4% | +0.3% |
| 30D | -0.3% | -2.6% | +2.3% | -2.4% |
| 3M | +2.7% | 0.0% | +2.7% | +2.3% |
| 6M | -43.8% | +7.4% | -51.2% | -40.4% |
| YTD | -42.9% | +15.9% | -58.8% | -35.2% |
| 1Y | -53.5% | +18.1% | -71.7% | -46.6% |
| 3Y | -89.4% | +58.4% | -147.8% | -83.3% |
| 5Y | -94.7% | +5.2% | -99.9% | -94.3% |
| 10Y | -100.0% | +35.9% | -135.8% | -99.9% |
| All | -100.0% | +263.0% | -363.0% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling