-97.6%
SQQQ vs DASH
-2.1%
-95.5%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | 0.0% | -6.9% | -6.9% |
| 7D | -2.4% | -10.2% | +7.8% | -7.8% |
| 30D | +20.6% | -8.2% | +28.8% | +15.7% |
| 3M | +7.8% | -15.9% | +23.7% | -1.7% |
| 6M | -1.0% | +13.3% | -14.3% | +11.6% |
| YTD | -38.5% | -21.3% | -17.2% | -43.7% |
| 1Y | -36.6% | -11.1% | -25.4% | -36.5% |
| 3Y | -88.5% | +103.8% | -192.3% | -75.7% |
| 5Y | -93.7% | -21.6% | -72.0% | -82.8% |
| All | -97.6% | -2.1% | -95.5% | -92.7% |
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