-100.0%
SQQQ vs DAR
+803.2%
-903.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.6% | +2.4% |
| 7D | -4.2% | -0.9% | -3.3% | -4.8% |
| 30D | +2.4% | +13.0% | -10.5% | +11.7% |
| 3M | -5.7% | +15.0% | -20.7% | +4.6% |
| 6M | -46.6% | +26.8% | -73.4% | -36.2% |
| YTD | -42.7% | +86.4% | -129.1% | -9.4% |
| 1Y | -52.6% | +115.1% | -167.7% | -15.6% |
| 3Y | -89.8% | +14.6% | -104.4% | -86.9% |
| 5Y | -94.7% | -8.8% | -85.9% | -92.6% |
| 10Y | -100.0% | +356.5% | -456.5% | -99.7% |
| All | -100.0% | +803.2% | -903.2% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling