-94.8%
SQQQ vs DVA
+46.8%
-141.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.5% |
| 7D | +1.8% | -1.3% | +3.1% | +1.5% |
| 30D | +4.2% | 0.0% | +4.1% | +4.2% |
| 3M | -3.3% | -10.9% | +7.7% | -5.6% |
| 6M | -43.6% | +17.3% | -60.9% | -39.8% |
| YTD | -41.9% | +59.8% | -101.7% | -31.5% |
| 1Y | -50.6% | +36.3% | -86.9% | -45.1% |
| 3Y | -89.3% | +88.6% | -177.9% | -85.7% |
| All | -94.8% | +46.8% | -141.6% | -93.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling