-100.0%
SQQQ vs DG
+561.2%
-661.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.4% | -0.5% |
| 7D | -2.7% | -4.8% | +2.1% | -5.2% |
| 30D | +2.4% | +1.8% | +0.7% | +3.6% |
| 3M | -8.0% | +14.5% | -22.5% | -0.5% |
| 6M | -43.9% | -13.6% | -30.4% | -47.6% |
| YTD | -42.2% | -4.8% | -37.4% | -42.8% |
| 1Y | -51.8% | +21.6% | -73.4% | -44.6% |
| 3Y | -89.7% | +4.5% | -94.2% | -89.3% |
| 5Y | -94.7% | -38.5% | -56.2% | -95.9% |
| 10Y | -100.0% | +102.2% | -202.2% | -99.9% |
| All | -100.0% | +561.2% | -661.2% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling