-89.3%
SQQQ vs DTE
+43.4%
-132.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -2.6% |
| 7D | +1.8% | -2.6% | +4.4% | +1.8% |
| 30D | +4.2% | -4.4% | +8.6% | +4.1% |
| 3M | -3.3% | -8.3% | +5.1% | -3.1% |
| 6M | -43.6% | -8.1% | -35.6% | -43.6% |
| YTD | -41.9% | +4.4% | -46.3% | -40.6% |
| 1Y | -50.6% | +0.2% | -50.8% | -49.9% |
| 3Y | -89.3% | +42.6% | -131.9% | -88.6% |
| All | -89.3% | +43.4% | -132.7% | -88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 3y: compounded portfolio wealth divided by compounded DTE 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…
3y analysis · Full analysis span regression · 6 months rolling