-100.0%
SQQQ vs DTE
+574.1%
-674.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -3.9% |
| 7D | +1.8% | -2.6% | +4.4% | -0.9% |
| 30D | +4.2% | -4.4% | +8.6% | -0.5% |
| 3M | -3.3% | -8.3% | +5.1% | -12.1% |
| 6M | -43.6% | -8.1% | -35.6% | -48.9% |
| YTD | -41.9% | +4.4% | -46.3% | -39.7% |
| 1Y | -50.6% | +0.2% | -50.8% | -51.0% |
| 3Y | -89.3% | +42.6% | -131.9% | -83.9% |
| 5Y | -94.8% | +31.5% | -126.3% | -92.1% |
| 10Y | -100.0% | +138.2% | -238.2% | -99.8% |
| All | -100.0% | +574.1% | -674.1% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling