-88.7%
SQQQ vs DASH
+105.9%
-194.5%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | +0.7% | -11.0% | -9.8% |
| 7D | -1.7% | -4.8% | +3.0% | -3.7% |
| 30D | +29.9% | -7.9% | +37.8% | +24.2% |
| 3M | +16.0% | -16.3% | +32.4% | +4.3% |
| 6M | +3.6% | +10.4% | -6.8% | +16.1% |
| YTD | -35.1% | -20.1% | -15.0% | -42.5% |
| 1Y | -37.0% | -11.4% | -25.6% | -38.4% |
| 3Y | -88.7% | +114.1% | -202.7% | -69.8% |
| All | -88.7% | +105.9% | -194.5% | -69.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling