-42.1%
SQQQ vs DT
+32.7%
-74.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.6% | +1.6% | +3.4% |
| 7D | +4.1% | -2.5% | +6.6% | +3.8% |
| 30D | +4.6% | +3.5% | +1.1% | +4.7% |
| 3M | -10.4% | +26.7% | -37.1% | -9.1% |
| 6M | -42.1% | +36.1% | -78.2% | -39.5% |
| All | -42.1% | +32.7% | -74.8% | -39.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling