-94.8%
SQQQ vs DT
-27.6%
-67.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -3.2% |
| 7D | +1.8% | -1.6% | +3.4% | +0.4% |
| 30D | +4.2% | +3.0% | +1.1% | +7.2% |
| 3M | -3.3% | +26.5% | -29.8% | +19.5% |
| 6M | -43.6% | +35.9% | -79.6% | -25.0% |
| YTD | -41.9% | +17.8% | -59.7% | -32.0% |
| 1Y | -50.6% | +4.1% | -54.7% | -48.5% |
| 3Y | -89.3% | +5.3% | -94.6% | -86.0% |
| All | -94.8% | -27.6% | -67.2% | -89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 5y: compounded portfolio wealth divided by compounded DT 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…
5y analysis · Full analysis span regression · 6 months rolling