-100.0%
SQQQ vs DOC
+21.5%
-121.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | -0.1% |
| 7D | -17.4% | 0.0% | -17.4% | -17.2% |
| 30D | +20.4% | +6.6% | +13.8% | +26.6% |
| 3M | +11.2% | -1.1% | +12.3% | +9.9% |
| 6M | -2.6% | +4.8% | -7.4% | +0.8% |
| YTD | -37.9% | +32.1% | -70.0% | -19.4% |
| 1Y | -36.2% | +21.9% | -58.0% | -23.0% |
| 3Y | -88.4% | +51.4% | -139.8% | -81.2% |
| 5Y | -93.4% | -21.2% | -72.2% | -93.1% |
| All | -100.0% | +21.5% | -121.4% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling