-100.0%
SQQQ vs DHR
+1,308.5%
-1,408.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.8% |
| 7D | +1.8% | -3.6% | +5.4% | -2.1% |
| 30D | +4.2% | -2.7% | +6.9% | +1.3% |
| 3M | -3.3% | +10.9% | -14.2% | +6.5% |
| 6M | -43.6% | +3.0% | -46.7% | -42.4% |
| YTD | -41.9% | -12.2% | -29.7% | -50.0% |
| 1Y | -50.6% | +3.3% | -53.9% | -48.8% |
| 3Y | -89.3% | -8.2% | -81.1% | -88.5% |
| 5Y | -94.8% | -29.9% | -64.9% | -94.4% |
| 10Y | -100.0% | +208.5% | -308.4% | -99.7% |
| All | -100.0% | +1,308.5% | -1,408.5% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 DHR 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