-100.0%
SQQQ vs DLR
+673.6%
-773.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.6% |
| 7D | -2.7% | +2.9% | -5.6% | +0.4% |
| 30D | +2.4% | -1.2% | +3.6% | +1.5% |
| 3M | -8.0% | +2.9% | -10.9% | -4.3% |
| 6M | -43.9% | +6.7% | -50.6% | -38.4% |
| YTD | -42.2% | +23.9% | -66.1% | -24.8% |
| 1Y | -51.8% | +18.6% | -70.4% | -39.3% |
| 3Y | -89.7% | +59.7% | -149.4% | -78.5% |
| 5Y | -94.7% | +42.1% | -136.8% | -86.9% |
| 10Y | -100.0% | +176.7% | -276.7% | -99.8% |
| All | -100.0% | +673.6% | -773.6% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling