-100.0%
SQQQ vs JD
+20.6%
-120.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.7% | -2.5% |
| 7D | +1.8% | -4.2% | +6.1% | -0.9% |
| 30D | +4.2% | -14.4% | +18.5% | -5.5% |
| 3M | -3.3% | -3.6% | +0.3% | -5.3% |
| 6M | -43.6% | -0.3% | -43.3% | -42.7% |
| YTD | -41.9% | -2.4% | -39.5% | -41.3% |
| 1Y | -50.6% | -18.5% | -32.1% | -54.8% |
| 3Y | -89.3% | -7.0% | -82.3% | -87.5% |
| 5Y | -94.8% | -61.7% | -33.1% | -95.6% |
| All | -100.0% | +20.6% | -120.6% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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