-37.7%
SQQQ vs DOC
+21.6%
-59.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.7% |
| 7D | -11.0% | -0.9% | -10.1% | -11.1% |
| 30D | +17.9% | +7.7% | +10.2% | +18.8% |
| 3M | +19.5% | -2.0% | +21.5% | +18.2% |
| 6M | +4.2% | +5.9% | -1.7% | +6.0% |
| YTD | -35.6% | +31.8% | -67.4% | -30.2% |
| 1Y | -37.7% | +22.5% | -60.2% | -33.2% |
| All | -37.7% | +21.6% | -59.3% | -33.2% |
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