-100.0%
SQQQ vs DG
+101.8%
-201.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.9% | -1.9% |
| 7D | +1.8% | -6.5% | +8.3% | -1.4% |
| 30D | +4.2% | +4.2% | 0.0% | +6.5% |
| 3M | -3.3% | +9.5% | -12.8% | +1.5% |
| 6M | -43.6% | -13.1% | -30.5% | -46.9% |
| YTD | -41.9% | -4.8% | -37.0% | -42.4% |
| 1Y | -50.6% | +20.6% | -71.2% | -43.9% |
| 3Y | -89.3% | +4.9% | -94.2% | -89.1% |
| 5Y | -94.8% | -37.9% | -56.9% | -96.4% |
| All | -100.0% | +101.8% | -201.7% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling