-100.0%
SQQQ vs DOC
+20.3%
-120.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +0.9% |
| 7D | +1.9% | +4.3% | -2.5% | +5.9% |
| 30D | +32.2% | +9.2% | +23.0% | +41.8% |
| 3M | +17.1% | -0.8% | +17.9% | +16.0% |
| 6M | +5.4% | +7.1% | -1.7% | +11.2% |
| YTD | -33.9% | +34.0% | -67.9% | -13.3% |
| 1Y | -31.3% | +23.2% | -54.5% | -16.5% |
| 3Y | -87.6% | +53.6% | -141.2% | -79.8% |
| 5Y | -93.3% | -20.4% | -72.8% | -92.9% |
| 10Y | -100.0% | +23.4% | -123.3% | -99.9% |
| All | -100.0% | +20.3% | -120.2% | -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