-100.0%
SQQQ vs DD
+299.1%
-399.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | -2.0% |
| 7D | -2.7% | -3.8% | +1.1% | -6.8% |
| 30D | +2.4% | -9.2% | +11.6% | -7.9% |
| 3M | -8.0% | -9.0% | +1.0% | -15.7% |
| 6M | -43.9% | -5.0% | -39.0% | -44.3% |
| YTD | -42.2% | +7.4% | -49.6% | -33.3% |
| 1Y | -51.8% | +35.1% | -86.9% | -26.6% |
| 3Y | -89.7% | +43.2% | -132.9% | -79.2% |
| 5Y | -94.7% | +59.6% | -154.3% | -83.3% |
| 10Y | -100.0% | +66.5% | -166.5% | -99.8% |
| All | -100.0% | +299.1% | -399.1% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling