-36.0%
SQQQ vs DD
+49.3%
-85.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.8% | -1.0% | -4.2% |
| 7D | +14.6% | +8.7% | +5.9% | +22.6% |
| 30D | +28.9% | +15.3% | +13.5% | +45.0% |
| 3M | +13.1% | +5.9% | +7.2% | +18.6% |
| 6M | -15.2% | +11.6% | -26.8% | -4.9% |
| YTD | -37.0% | +26.5% | -63.5% | -19.3% |
| 1Y | -36.0% | +35.4% | -71.4% | -13.3% |
| All | -36.0% | +49.3% | -85.3% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling