-100.0%
SQQQ vs DLR
+177.5%
-277.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -0.7% |
| 7D | +1.8% | +0.1% | +1.7% | +2.0% |
| 30D | +4.2% | -4.3% | +8.5% | -0.4% |
| 3M | -3.3% | +3.8% | -7.1% | +1.6% |
| 6M | -43.6% | +5.8% | -49.5% | -38.3% |
| YTD | -41.9% | +23.5% | -65.4% | -23.4% |
| 1Y | -50.6% | +11.1% | -61.7% | -41.6% |
| 3Y | -89.3% | +57.9% | -147.2% | -76.9% |
| 5Y | -94.8% | +44.0% | -138.8% | -86.3% |
| All | -100.0% | +177.5% | -277.4% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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