-100.0%
SQQQ vs DVA
+501.5%
-601.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.9% | +4.2% | +2.7% |
| 7D | +4.1% | -0.2% | +4.3% | +4.0% |
| 30D | +4.6% | +1.7% | +2.9% | +5.8% |
| 3M | -10.4% | -8.7% | -1.7% | -14.9% |
| 6M | -42.1% | +19.7% | -61.8% | -33.0% |
| YTD | -40.3% | +59.6% | -99.9% | -16.0% |
| 1Y | -50.2% | +37.1% | -87.3% | -37.3% |
| 3Y | -89.4% | +89.8% | -179.2% | -81.2% |
| 5Y | -94.7% | +47.4% | -142.0% | -91.6% |
| 10Y | -100.0% | +184.9% | -284.9% | -99.8% |
| All | -100.0% | +501.5% | -601.5% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling