-36.0%
SQQQ vs DOC
+21.8%
-57.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.1% | -5.9% | -2.4% |
| 7D | +14.6% | +8.7% | +5.8% | +15.7% |
| 30D | +28.9% | +7.6% | +21.2% | +29.8% |
| 3M | +13.1% | -5.3% | +18.4% | +11.1% |
| 6M | -15.2% | +27.6% | -42.8% | -6.6% |
| YTD | -37.0% | +32.4% | -69.4% | -30.6% |
| 1Y | -36.0% | +22.9% | -58.8% | -31.0% |
| All | -36.0% | +21.8% | -57.8% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 1y: compounded portfolio wealth divided by compounded DOC 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…
1y analysis · Full analysis span regression · 6 months rolling