-100.0%
SQQQ vs DOC
+93.3%
-193.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +19.2% | -0.2% | +19.5% | +19.0% |
| 7D | +31.0% | +6.2% | +24.8% | +38.2% |
| 30D | +55.7% | +6.5% | +49.2% | +63.8% |
| 3M | +31.2% | -6.2% | +37.5% | +23.4% |
| 6M | +5.1% | +25.6% | -20.5% | +29.6% |
| YTD | -24.9% | +32.1% | -56.9% | -1.8% |
| 1Y | -22.1% | +20.3% | -42.3% | -6.6% |
| 3Y | -87.1% | +42.7% | -129.8% | -80.2% |
| 5Y | -91.8% | -22.2% | -69.6% | -91.6% |
| 10Y | -100.0% | +16.5% | -116.5% | -99.9% |
| All | -100.0% | +93.3% | -193.3% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling