-94.8%
SQQQ vs DD
+56.1%
-150.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.9% |
| 7D | +1.8% | -3.5% | +5.3% | -2.5% |
| 30D | +4.2% | -11.7% | +15.8% | -10.2% |
| 3M | -3.3% | -9.2% | +6.0% | -13.1% |
| 6M | -43.6% | -7.2% | -36.5% | -45.8% |
| YTD | -41.9% | +6.6% | -48.5% | -32.4% |
| 1Y | -50.6% | +32.0% | -82.6% | -22.9% |
| 3Y | -89.3% | +42.1% | -131.4% | -76.6% |
| All | -94.8% | +56.1% | -150.9% | -81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling