-89.3%
SQQQ vs DLR
+58.2%
-147.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -0.9% |
| 7D | +1.8% | +0.1% | +1.7% | +2.0% |
| 30D | +4.2% | -4.3% | +8.5% | +0.1% |
| 3M | -3.3% | +3.8% | -7.1% | +1.3% |
| 6M | -43.6% | +5.8% | -49.5% | -38.4% |
| YTD | -41.9% | +23.5% | -65.4% | -24.0% |
| 1Y | -50.6% | +11.1% | -61.7% | -42.0% |
| 3Y | -89.3% | +57.9% | -147.2% | -77.9% |
| All | -89.3% | +58.2% | -147.5% | -77.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling