-100.0%
SQQQ vs DECK
+753.0%
-852.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.7% | +1.0% | +5.7% |
| 7D | -11.0% | +0.1% | -11.1% | -10.7% |
| 30D | +17.9% | +4.8% | +13.1% | +22.6% |
| 3M | +19.5% | -6.9% | +26.4% | +14.8% |
| 6M | +4.2% | -7.6% | +11.8% | +0.6% |
| YTD | -35.6% | -16.3% | -19.4% | -40.6% |
| 1Y | -37.7% | +4.5% | -42.2% | -32.0% |
| 3Y | -88.0% | -17.1% | -70.9% | -85.4% |
| 5Y | -93.1% | +21.9% | -115.0% | -83.1% |
| All | -100.0% | +753.0% | -852.9% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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