-100.0%
SQQQ vs JBL
+2,368.9%
-2,468.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.8% | +6.0% | +0.5% |
| 7D | +4.1% | -1.0% | +5.1% | +3.1% |
| 30D | +4.6% | -15.1% | +19.7% | -10.4% |
| 3M | -10.4% | -14.0% | +3.6% | -18.1% |
| 6M | -42.1% | +20.6% | -62.7% | -20.8% |
| YTD | -40.3% | +32.9% | -73.2% | -8.1% |
| 1Y | -50.2% | +40.5% | -90.7% | -15.8% |
| 3Y | -89.4% | +183.7% | -273.1% | -49.4% |
| 5Y | -94.7% | +388.3% | -483.0% | -33.6% |
| 10Y | -100.0% | +1,464.9% | -1,564.9% | -97.3% |
| All | -100.0% | +2,368.9% | -2,468.9% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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