-97.8%
SQQQ vs DASH
+10.1%
-107.9%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.3% | +5.7% | -3.1% |
| 7D | -4.2% | -11.2% | +7.0% | -11.1% |
| 30D | +2.4% | -7.3% | +9.7% | -2.4% |
| 3M | -5.7% | +31.4% | -37.1% | +14.7% |
| 6M | -46.6% | +11.9% | -58.5% | -40.5% |
| YTD | -42.7% | -11.5% | -31.2% | -44.5% |
| 1Y | -52.6% | -20.0% | -32.6% | -55.8% |
| 3Y | -89.8% | +143.9% | -233.8% | -75.8% |
| 5Y | -94.7% | -0.2% | -94.5% | -84.2% |
| All | -97.8% | +10.1% | -107.9% | -92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 DASH 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