-100.0%
SQQQ vs DRI
+353.8%
-453.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -1.8% |
| 7D | +1.8% | -3.2% | +5.0% | -0.5% |
| 30D | +4.2% | -7.8% | +12.0% | -1.9% |
| 3M | -3.3% | +0.4% | -3.6% | -3.6% |
| 6M | -43.6% | +4.8% | -48.5% | -41.5% |
| YTD | -41.9% | +16.7% | -58.6% | -34.4% |
| 1Y | -50.6% | +1.5% | -52.1% | -49.9% |
| 3Y | -89.3% | +56.3% | -145.6% | -83.4% |
| 5Y | -94.8% | +66.4% | -161.2% | -89.5% |
| All | -100.0% | +353.8% | -453.8% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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