-36.0%
SQQQ vs DG
+45.3%
-81.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +8.5% | -11.3% | -2.5% |
| 7D | +14.6% | +12.3% | +2.3% | +15.0% |
| 30D | +28.9% | +19.3% | +9.6% | +30.7% |
| 3M | +13.1% | +11.9% | +1.3% | +14.0% |
| 6M | -15.2% | +25.0% | -40.2% | -12.2% |
| YTD | -37.0% | +8.7% | -45.7% | -36.3% |
| 1Y | -36.0% | +44.7% | -80.6% | -29.9% |
| All | -36.0% | +45.3% | -81.2% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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