-100.0%
SQQQ vs DAR
+366.1%
-466.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.9% | -0.7% | -3.9% |
| 7D | +1.8% | -0.1% | +1.9% | +1.7% |
| 30D | +4.2% | +2.6% | +1.5% | +6.1% |
| 3M | -3.3% | +14.2% | -17.5% | +6.9% |
| 6M | -43.6% | +17.2% | -60.8% | -36.5% |
| YTD | -41.9% | +80.9% | -122.7% | -10.4% |
| 1Y | -50.6% | +104.0% | -154.6% | -15.8% |
| 3Y | -89.3% | +3.6% | -92.9% | -87.5% |
| 5Y | -94.8% | -7.8% | -87.0% | -92.8% |
| All | -100.0% | +366.1% | -466.0% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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