-100.0%
SQQQ vs DVA
+187.8%
-287.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.5% |
| 7D | +1.8% | -1.3% | +3.1% | +1.2% |
| 30D | +4.2% | 0.0% | +4.1% | +4.2% |
| 3M | -3.3% | -10.9% | +7.7% | -8.1% |
| 6M | -43.6% | +17.3% | -60.9% | -37.3% |
| YTD | -41.9% | +59.8% | -101.7% | -23.5% |
| 1Y | -50.6% | +36.3% | -86.9% | -40.8% |
| 3Y | -89.3% | +88.6% | -177.9% | -82.9% |
| 5Y | -94.8% | +47.5% | -142.3% | -92.3% |
| All | -100.0% | +187.8% | -287.8% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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