-100.0%
SQQQ vs DECK
+1,509.3%
-1,609.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | +0.5% |
| 7D | -0.9% | -2.2% | +1.3% | -2.2% |
| 30D | -0.3% | -13.6% | +13.3% | -8.8% |
| 3M | +2.7% | -21.2% | +24.0% | -11.0% |
| 6M | -43.8% | -21.1% | -22.7% | -50.1% |
| YTD | -42.9% | -17.2% | -25.7% | -47.5% |
| 1Y | -53.5% | -30.7% | -22.8% | -61.4% |
| 3Y | -89.4% | -3.4% | -86.1% | -86.0% |
| 5Y | -94.7% | +25.5% | -120.2% | -88.7% |
| 10Y | -100.0% | +714.7% | -814.6% | -99.7% |
| All | -100.0% | +1,509.3% | -1,609.3% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling